I'm using the Stack Exchange app for Android. The app displays TeX formulas inside questions and answers as expected, but not in comments. Here it shows only the raw TeX code. I first noticed this issue in a comment on the Electrical Engineering site.
Since v1.0.83or somewhere before that, it has been fixed: the app renders the MathJax comment correctly while following per-site's MathJax delimiters.
Note: you still need to tap the comment and select "Render MathJax" to see the rendered text.