As was just brought up in the discussion about the vote, the current markdown-parsing in the comments is causing quite a few bugs and the associated convenience might not be worth the costs of the bugs. We now have an experimental option in your user-profile to switch to a pure markdown editor, so it might make sense to just remove the automatic markdown parsing from the comment editor and have it just be a pure rich-text editor.
I left two comments that you can vote on to decide between the options.
Alas, the MD editor doesn't yet support LaTeX, though it wouldn't be too hard to make it work (about 2-3 hours of work, since it does require rewiring a bunch of backend stuff).