I agree — that would be a nice addition to the Page Designer!
The only way that you can currently get Markdown formatting to display within the Page Designer app is to do it within a Long Text Field with RTF turned on, and then place that Long Text Field onto the Page Designer layout.
Also, you might be interested in this product, which lets you create beautiful documents from your Airtable data. It’s free for up to 20 documents per month: