The Translate extension has very nice info icons which bring users from the interface/feature they're seeing to the relevant (translatable) help page on mediawiki.org (all components are documented). See for instance m:Special:PageTranslation.
This is a huge task, but it should be done for core as well.
The problem is of course that there's no real(istic) plan to get such help pages done in the next few decades, as they continue to live either on Meta for copyright reasons or even on local wikis for the same + m:Not my wiki syndrome. This part of the problem should be discussed on wiki, probably the talk of the project.
T19557: Add links to Help pages in Special:Version
T14306: Implement MediaWiki Help Repository (fetching Help: pages from MediaWiki.org or Meta, similar to file description pages from Commons)
T46286: Allow (interwiki) hard redirect whitelisting