Nothing has changed since this feature was introduced as far as I know. I just tested in AC 21 and it still works fine. The key is that your Publisher Set must be set to save as a single PDF file.
I've searched a bunch, and find it interesting that, as you noted, there is no official documentation about this feature of Publisher. Placed markers become PDF bookmarks, basically internal hyperlinks to other pages in the PDF document.
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AC 28 USA and earlier • macOS Sonoma 14.7.1, MacBook Pro M2 Max 12CPU/30GPU cores, 32GB