@ronnqvist is right, this seems like a bug—thanks for pointing that out @Ricardo1980!
@Joseph_Heck, your point regarding documentation archives being self-contained is certainly very valid, but I think this is a decision that should be left to the owner of the docs. It seems quite beneficial to make DocC more flexible in this case.
On the implementation side, one idea would be to not register assets with URLs that explicitly specify a scheme (using a scheme implies your asset is managed by a system external to DocC) in the DocumentationContext, and create an object in references for them during rendering, like we do for other non-doc links.