Often users type up their notes, meeting agendas, tasks etc into a Long Text field using Rich Text formatting.
The Records Comments field is often a target for copy/paste from that field, especially with Comments Element being so prominent within Interfaces.
However, upon copying/pasting Rich Text from a Long Text field into the record Comments, all Markdown formatting is lost. It's most frustrating - and to be honest I expect Comments to support such an action.
Here's my Rich Text data;
And here's the same data copy/pasted into Comments - note how the Markdown formatting is lost.