[docs-infra] Fix Code Sandbox download issue

[ARJ2160]

Preview: https://deploy-preview-39317--material-ui.netlify.app/material-ui/react-alert/#basic-alerts
Closes #38860

Before	After

Also, I think the issue has also fixed the problem where you navigate to the docker tab and convert to a cloud sandbox.

Thank you so much @Janpot, your suggestion was very helpful and was enough to solve the problem

[mui-bot]

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[Janpot]

Thank you, a few things I noticed so far:

• When clicking the codesandbox link, the current implementation opens the /Demo.tsx file. The implementation of this PR opens the /src/index.tsx file. I believe it should open the /src/Demo.tsx file instead.
• You'll have to look into the tests, some of them seem to be failing because of this change. (You can ignore the visual regression, it's out of the scope of this PR)

[ARJ2160]

Thank you @Janpot for pointing that out. These commits should fix these issues!
Change Log ->

1. The failing tests are fixed
2. The "Open in Code Sandbox" link opens up the "/src/Demo" file as before

[ARJ2160]

One of the tests is failing due to a network error. Could you please run them again?

[oliviertassinari]

Ah nice, I fixed an issue recently, facing a similar pain: #37830