Technically, I think this is a problem in Sketchfab’s conversion from the source
format (FBX) to glTF, they’ve enabled alpha blending (material.transparent = true in three.js) when the model shouldn’t use it.
You can fix it in Blender by changing the alpha mode to “opaque” for all materials that shouldn’t be transparent. Or a quicker way, if it you want to change all materials in the model (true in this case) is to drop the model into https://gltf.report/ and run the following in the script tab, then re-export.
for (const mat of document.getRoot().listMaterials()) {
mat.setAlphaMode('OPAQUE');
}