As per [1] the py:data directive describes data in a module.
It should not be used for submodules, that's what the module directive is for. A side-effect that this is causing is that msilib.schema,     msilib.sequence and msilib.text do not show up in the Python Module Index[2] as they should.

[1]: https://www.sphinx-doc.org/en/master/usage/restructuredtext/domains.html
[2]: file:///home/martin/repos-contrib/cpython/Doc/build/html/py-modindex.html#cap-m