The URL rewrites of Magento 2 will not be reindexed when rebuilding the index via command line. I recommend using https://github.com/olegkoval/magento2-regenerate_url_rewrites to include the reindex of URL rewrites on the shell. This Magento 2 extensions allows for reindexing all URL rewrites.

After installation, run these 2 commands:

Now just reindex as usual, the rewrites will be included.

Reindex URL rewrites
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