Most likely, the person who posted the Sphinx output to the web server
didn't realize that that file should be included. In fact, the docs
that are on the website may have been created with an earlier version
of Sphinx that didn't produce that file. The docs are from 26 Nov
2008, while Sphinx 0.5, in which intersphinx was added, was released
only a few days prior (23 Nov 2008).
So, the quick fix is for you to build the Traits docs for yourself.
The longer-term fix is for Enthought folks to update the Traits docs
on the website for Traits 3.2 using the latest Sphinx, and include
objects.inv. You could submit a Trac ticket for it: