Add linter to the markdown docs

[dgrisonnet]

The markdown docs have for a long time been unstructured. Recently, they were linted in #1988 via a vscode plugin, but in order to make sure that a format sticks, we need to automate the linting process.

The goals is to have two things:

1. Automated verification in the Makefile and in CI
2. Automated update in the Makefile

[opeco17]

I've created PR to introduce markdownlint-cli2.
Since some rules can't be fixed by the formatter automatically, we can create another issue and PR to fix them separately.

[dgrisonnet]

/triage accepted
/assign @opeco17