I think this would be somewhat of a pain to work out. This is because how are you going to know what version of module is newest to point to the docs? Something on the backend would need to search CPAN for the latest version of module X, then link to the appropriate README, every single time the page was loaded. Why every time? Because if you link to it on version 0.01, and tomorrow it is updated to 0.02, you don't want to be sending people to outdated docs. Personally, I think this is more expensive than needed. Also, much of the time the only thing to point to on CPAN is the README (which is extracted by default on CPAN), but that doesn't always include the actual POD docs (some just say how to install the module). Just as with the Perl docs, I think it is better to tell people to go to CPAN and look at the docs themselves to make sure people see the most relevent information for themselves.
Cheers,
KM