I really don’t think asking the tool about itself is a very effective way to figure this out. I’m certainly not reading or considering any of that output as trustworthy.
I just tested on Windows 10, and the plain-text paste into Vim also includes the asterisks on the H3 output. No other header levels have the issue. I suggest reaching out to OpenAI support.
Another variable is which browser or app you are copying from, on each device. I am using Firefox in both of my tests. But again, this seems to have nothing to do with Obsidian.
## Fake headline here just to illustrate
### **Fake H3 headline just to illustrate**
... etc.