While it's reasonable to not add MathJax to chat (Any chance of MathJax in chat?), one-boxing does all the heavy-lifting once, on the server, so those reasons don't apply.
And currently all posts making use of MathJax look severly broken when oneboxed.
So, could oneboxing please consider whether the source uses MathJax or something else similarly exotic and apply it on the server?
A chat-message trying to onebox a post on Mathematics (The differences between the return times to a recurrent state of a discrete Markov chain are independent and identically distributed):