docs: Improve markdownlint configuration (#11104)

## Description

Closes: #9404



---

### Author Checklist

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please add links to any relevant follow up issues.*

I have...

- [x] included the correct [type prefix](https://github.com/commitizen/conventional-commit-types/blob/v3.0.0/index.json) in the PR title
- [ ] added `!` to the type prefix if API or client breaking change
- [x] targeted the correct branch (see [PR Targeting](https://github.com/cosmos/cosmos-sdk/blob/master/CONTRIBUTING.md#pr-targeting))
- [x] provided a link to the relevant issue or specification
- [ ] followed the guidelines for [building modules](https://github.com/cosmos/cosmos-sdk/blob/master/docs/building-modules)
- [ ] included the necessary unit and integration [tests](https://github.com/cosmos/cosmos-sdk/blob/master/CONTRIBUTING.md#testing)
- [ ] added a changelog entry to `CHANGELOG.md`
- [ ] included comments for [documenting Go code](https://blog.golang.org/godoc)
- [ ] updated the relevant documentation or specification
- [x] reviewed "Files changed" and left comments if necessary
- [x] confirmed all CI checks have passed

### Reviewers Checklist

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your handle next to the items reviewed if you only reviewed selected items.*

I have...

- [ ] confirmed the correct [type prefix](https://github.com/commitizen/conventional-commit-types/blob/v3.0.0/index.json) in the PR title
- [ ] confirmed `!` in the type prefix if API or client breaking change
- [ ] confirmed all author checklist items have been addressed 
- [ ] reviewed state machine logic
- [ ] reviewed API design and naming
- [ ] reviewed documentation is accurate
- [ ] reviewed tests and test coverage
- [ ] manually tested (if applicable)

scripts/README.md

@@ -1,8 +1,10 @@
+# Scripts
+
 Generally we should avoid shell scripting and write tests purely in Golang.
 However, some libraries are not Goroutine-safe (e.g. app simulations cannot be run safely in parallel),
 and OS-native threading may be more efficient for many parallel simulations, so we use shell scripts here.
 
-### Validate Gentxs
+## Validate Gentxs
 
 A custom utility script is available to [validate gentxs](./validate-gentxs.sh). Though we have
 `ValidateBasic()` for validating gentx data, it cannot validate signatures. This custom script helps
@@ -22,4 +24,4 @@ export GENTXS_DIR=~/go/src/github.com/cosmos/mainnet/$CHAIN_ID/gentxs
 
 Though this script is handy for verifying the gentxs locally, it is advised to use Github Action to validate gentxs.
 An example can be found here:
-https://github.com/regen-network/mainnet/blob/0bcd387671b9574e893289e39c08a1643cac7d62/.github/workflows/validate-gentx.yml
+<https://github.com/regen-network/mainnet/blob/0bcd387671b9574e893289e39c08a1643cac7d62/.github/workflows/validate-gentx.yml>