Apparently I never extended the cdk.cite JavaDoc Taglet to use DOIs from the bibliographic database to create hyperlinks in the JavaDoc. But fear no more! I have submitted a simple patch today to add these to the JavaDoc, and I assume it will be part of the next CDK release from the master branch.
Of course, many papers in this bibliographic database (i.e. this cheminf.bibx file) do not have DOIs for all papers :/
Of course, you can help out here! The only thing you need is a web browser and some knowledge how to look up DOIs for papers. Just check this blog post (from Step 4 onwards) and line 260 in cheminf.bibx to see how a DOI addition to a BibTeXML entry should look like.