I don't have those threads anymore, but I made a few new ones with this prompt:
For everything in this list: google, bing, yahoo, ask
Create a list of markdown links like this:
- [Google](http://google.com/)
I asked Claude Haiku, ChapGPT 4.1 Mini, Gemini 2.5 Flash, and the Code Assistant, and this time, none of them initially provided me with a codeblock. But asking each of them to do so yielded a codeblock. So it looks like the markdown they return does get rendered by UI, but asking them to spit it out as a snippet makes them escape the output.
Interestingly, I decided to run this same prompt at claude.ai and chatgpt.com, and the same thing also happens at claude.ai. Only ChatGPT (that was 4o) managed to one-shot it.
I'm not sure how important a problem this is, that first day perhaps it just didn't occur to me to ask the model to follow up with a codeblock snippet. Since all the models seem to respond to that, this isn't such a big deal.