Just for my own understanding, these are so that the hyperlink generates nicer links right?

These are ref target labels, which allow directly and stably linking and cross-referencing of this FAQ answer using the :ref: role (:ref:`faster-cypthon-jit`), both within this document (as with implicit hyperlinks, but much more robustly), but also from anywhere else within the CPython documentation, and also from any other docs that links to this one via Intersphinx (as many do). This reference will continue to work even if this section is later moved, renamed, combined with another section, split into multiple, etc.

Furthermore, it means external links to this fragment id (i.e. using #faster-cpython-jit) will continue to work if the section is renamed on the same page, and it also allows automatically setting up external-link redirects to different pages via some tooling I'm working on. Finally, if it were to break for whatever reason, it will generate an optional warning rather than simply breaking silently.