Space is not special character and can not be escaped by general in markdown as such, only in some flavours 4.16 Escape special characters | R Markdown Cookbook
Still this is inconsistent behaviour between preview mode and reader mode, and backlashed shouldn’t be hidden when preceding markdown non-special characters Backslashes Should Not Be Hidden Before Non-Special Characters in Obsidian Live Preview leading to consistent behaviour between preview mode and reading
So the Live preview should follow read mode in how it dispaly backlashes