The "Markdown in Titles?" question supports no italics in titles (perhaps that should be revisited), so that's what we are stuck with for formatting; but editing must be an improvement, and not damage the post, so rollback incorrect edits.
Variations on an answer (in the wild, not here; but they were asked at Stack Exchange):
"Broken tooltip for question link with non-Latin symbols in comments" - The title is what the title is, never break it.
"Does Bollywood title their movies using the Latin alphabet or the Devanagari alphabet?" - Translate the title, alienate your viewers, for your own convenience.
"What does “Et In Arcadia, Ego” refer to?" - If you don't know, move along; nothing for you here.
As the author you are the ultimate decider, be it question or answer, as long as you are not wrong there is nothing to be corrected; the pedantic should enjoy their own medicine and support being corrected.
For a moderator's error roll once, then bring it up on the site's meta; for a user roll twice, which flags the moderators.
As a practical aside, attempting to incorporate the term in the first sentence (without repeating the title) emphasizes the correctness of the terminology; and makes erroneous changes twice as evident.
From a technical standpoint the title of the question is an URL, and URLs have no provision for italics. If a non-latin character set is to be used in URLs then Internationalized Domain Names must be supported; though that wouldn't help support italics.
To support accessibility a Clean URL is generally preferred. Encoding of non-latin Unicode characters is done using Punycode, and encoding of reserved characters is generally done using percent encoding. While it's technically possible to support many things, even newlines in an URL we need to adhere to the principles of accessibility, search engine optimization, and clean URLs.
It would be easier (much better) to have a local copy of the title that is presented when the webpage is loaded, that would make the MathJax that we have in URLs prettier. Take the example in your question "Ad hoc proof of Minkowski's bound for ℚ(√−19)", the title is converted to
ad-hoc-proof-of-minkowskis-bound-for-mathbbq-sqrt-19; if you know to search for mathbbq's you're in luck, otherwise you'll have to rely on the other search terms to land you at that page.
Munging our URLs doesn't seem like a good idea, but having to change the code and database to support local titles for the sake of adding italics is an expensive proposition; in terms of developer time, manually editing some fixups, and expanding the database for the additional string.
This magnitude of change is something that should have been designed in from the start, assuming it would be desired, to allow nice outward facing URLs (easier to translate, politer, better keywords); adding it in hindsight would be a challenge, not particularly difficult but perhaps one that Stack Exchange won't be considering.