The team has just provided feedback on this bug, and it is by design relating to escaping characters.
Here is the explainer link they provided - https://www.markdownguide.org/basic-syntax/#escaping-characters
- In markdown mode: a backslash will escape the next character per the guidelines above
- In rich text mode: a backslash does not escape
If it was escaping in rich text mode that would be an issue, but per my testing it doesn't seem to be. You can add \ in rich text without any issue.