Settings -> Configure -> QtHelp Documentation -> Get New Documentation: Press the Install button on for example "C and C++ Standard Reference Documentation". Reopen the dialog. The item is still not installed.
I just saw that only "KDE Frameworks 5 API Documentation" does not work because of an internal server error. The other ones do not work because of this AppImage packaging bug: https://bugs.kde.org/show_bug.cgi?id=368269