Version picking not working with sphinx-gallery

[riedgar-ms]

We are using sphinx-multiversion for our documentation, but the version cross-referencing isn't working on pages generated by sphinx-gallery (it works on other pages within our docs).

To see the issue, compare:
https://fairlearn.github.io/master/auto_examples/index.html
https://fairlearn.github.io/v0.5.0/auto_examples/index.html
Even though the paths are the same, the version picker in the left sidebar is not finding the link. In contrast, the 'regular' pages work OK. For example:
https://fairlearn.github.io/v0.5.0/quickstart.html
has the different versions linked in the left sidebar (note that we're not too concerned about v0.4.6 - a lot of things were moved around, so some breaks there are expected).

Our conf.py is at:
https://github.com/fairlearn/fairlearn/blob/master/docs/conf.py
and the sidebar itself is specified in:
https://github.com/fairlearn/fairlearn/blob/master/docs/_templates/version-sidebar.html

We install sphinx-multiversion from the default branch on GitHub.