Thanks @Satosh Anand. It looks like Dave Kleinschmidt has permanently hosted the data package in that example on github, since it can't be hosted in CRAN.
I've done a bit of digging and found the following here:
Packages on which a CRAN package depends should be available from a mainstream repository: if any mentioned in ‘Suggests’ or ‘Enhances’ fields are not from such a repository, where to obtain them at a repository should be specified in an ‘Additional_repositories’ field of the DESCRIPTION file (as a comma-separated list of repository URLs) or for other means of access, described in the ‘Description’ field. A package listed in ‘Suggests’ or ‘Enhances’ should be used conditionally in examples or tests if it cannot straightforwardly be installed on the major R platforms
According to this post on SO, it seems that Github would qualify as one "mainstream repository" required by the Policy.