This is a Stack Exchange wide issue. See this post and its duplicates:
Could Markdown and mini-Markdown have the same support for backticks?Could Markdown and mini-Markdown have the same support for backticks?
In short, the markdown in posts and the markdown in comments (dubbed "mini-markdown") are implemented differently, and users stumble into all kinds of quirky behavior with the latter. The best we can do is upvote the posts about it on MSE.