I really don't get the appeal to have everything om one top-level domain, especially completely separate or even external services. The scope of this would've been basically zero if they just put it on docs.discord.com.

Especially something like this, where they were reverse proxying a SaaS, seems extra stupid. It's more work to set up, adds an unnecessary dependency between services and you end up paying for all the internet traffic three times (even if not directly).