Steps to replicate the issue (include links if applicable):
Any code that overrided the "@stable to override" method IndexPager::makeLink no longer has this called by at least ReverseChronologicalPager because of the switch to using the PagerNavigationBuilder added in https://gerrit.wikimedia.org/r/c/mediawiki/core/+/803620. This is because the methods that call this code were marked as deprecated but then simply not called.
For an example of what this broke, see the subtask for Special:CheckUser.
The methods, marked as deprecated through the above patch, are not called and thus all the paging links for classes which extend at least ReverseChronologicalPager or AlphabeticPager and which override the stable to override method IndexPager::makeLink are no longer called making the default makeLink code be always used
What should have happened instead?:
The code using the previous method should still be supported. Not doing this violates the https://www.mediawiki.org/wiki/Stable_interface_policy because the method was marked as stable to override and providing a route to keep existing functionality (which has not been done here) seems possible to me.
Software version (skip for WMF-hosted wikis like Wikipedia):
Master branch of core
Other information (browser name/version, screenshots, etc.):
See the subtask for CheckUser for screenshots of the source for what was before and after the last train.
Even if all uses were updated before the 1.39 release the PagerNavigationBuilder::makeLink is a private method that means it prevents custom paging links from being used.