The .NET (Core) and .NET Standard packages do not include the XML comments file:

The .NET Framework Package does include it:

The required source code commit for source link is also missing in the metadata of all packages, so source link is unavailable:

It should look like this:

Instruction on how to set it up can be found here: https://github.com/dotnet/sourcelink/blob/main/README.md
Lastly maybe if you want to save some hassle for both yourself and your users you could also consolidate net462, netstandard1.3 and .netcoreapp3.1 (plus maybe nowadays net8.0?) into a single package like CFX.CFXSDK and MSBuild will then choose the best, compatible version automatically without any need to manually wind the right package. That looks like this then:
