Thanks for reporting. This is indeed an issue around markdown rendering. We're using two different markdown renderers - markdown-it for the client-side preview and Markdig for server-side processing. Both are processing the formatting you've given differently.
It seems like the specific formatting you're giving is interpreted quite ambiguously among different markdown implementations (here's a comparison).
This is something we'd need to fix in the upstream Markdown libraries we're using. For the time being, I suggest switching over to a slightly less ambiguous formatting - this seems to be rendered consistently across preview and server-side rendering:
LOG: could not receive data from client:
This will show up properly in preview and rendered post: