This issue has somewhat improved in current versions of the Markdown plugin, but it has not been fixed entirely:

The following document is now rendered correctly:

1. first
2. second
    ```
    code
    ```
3. third

When opening the document in the WYSIWYG editor, it is displayed correctly as well. However, saving it from the editor destroys the formatting. When instead of saving, one switches the editor to source mode, the following code is displayed:

1. first
1. second`code`
1. third 

This is also how the document is displyed after saving. Obviously, this is wrong. So, it seems like there is a problem in the interaction between the WYSIWYG editor and the Markdown plugin.