MathJax is apparently going ahead and rendering the
$-delimited sections in notification text on sites with it enabled (e.g. Space Exploration), even if the notification comes from a site with MathJax disabled (e.g. SO).
This isn't the worst thing in the world, but it's not especially useful. For safety, it's probably best to just flat-out exclude the notifications entirely. (It's possible an answer or comment might occasionally show up where you'd really rather like it, but that's rare enough I don't think it's worth designing for; the preview isn't especially formatted otherwise.)