When putting text formatting after a dot in chat, it appears to render correctly at first:
But when the chat message is posted, it renders incorrectly, with the formatting characters showing up:
Not sure why the server-side Markdown renderer doesn't support it while the client-side renderer does. Either the server-side renderer should support it, or the client-side renderer shouldn't.
Just to make it clear...it does work in posts. But not in comments, see below; I'll probably file a separate bug for that.