Scaladoc warnings when generating docs locally - unable to link to Javadoc

There is a number of warnings that appear when running sbt doc locally that are not logged on jenkins, for example:

[warn] /home/w/projects/akka/akka-actor/src/main/scala/akka/io/Inet.scala:120: Could not find any member to link for "java.net.Socket#setSendBufferSize".

This warning basically means that it's unable to find Java class, and in the result the link is not clickable.

The link is not clickable both on the published documentation and in my locally produced version