In the workflows list builder, the "empty" text has a link to /admin/modules#module-content-moderation which does not work if you have Drupal installed in a subdirectory or if you have a language prefix on your site.
The proper way to link to an internal URL is with a route, like all the other list builder use..., so in this case Url::fromRoute('system.modules_list', [], ['fragment' => 'module-content-moderation'])->toString() works.