In newer cantor 19.08 several backends have an option to set a path to local documentation. Please consider adding it also for the sagemath backend. Both, the upstream sagemath tarball and at least Fedora sagemath provide local documentation. Upstream tarball is $SAGE_ROOT/local/share/doc/sage/html/$LANG/index.html and the Fedora package has it at $SAGE_ROOT/doc/html/$LANG/index.html