**Description of the problem** The intersphinx mapping to pandas.DataFrame does not seem to be working in the Returns section of the docstrings. See [blockmedian](https://www.pygmt.org/dev/api/generated/pygmt.blockmedian.html#pygmt.blockmedian) for an example. <!-- Please be as detailed as you can when describing an issue. The more information we have, the easier it will be for us to track this down. --> *Originally posted by @weiji14 in https://github.com/GenericMappingTools/pygmt/pull/930#discussion_r579526151*