Github has a bit another link formatting, not [[x]] but Link name, so it needs to be converted, i suppose. Maybe there’s some plugin for it, but never tried it, so can’t give any name, sorry.
You can make such links when you select word and press Cmd+K or Ctrl+K on your keyboard instead of typing double square brackets.
upd:
this plugin seems to could do the trick with converting links in your vault: obsidian://show-plugin?id=obsidian-link-converter
upd after marked as soultion: check @CawlinTeffid addition commend on disabling Use Wikilinks setting below