@Rudi
This could also be interesting in order to be able to change other relevant parameters, for instance to customize the math delimiter.
In this case math delimiters belong to the Markdown syntax. MathJax processing takes place after the Markdown source is parsed and converted to HTML.
In fact, in LaTeX \( \) is nowadays considered preferrable over the $ toggle
While you are right here about LaTeX use case, for Markdown a drawback is that it would preclude escaping ( and [ as part of Markdown syntax (and using double backslash syntax \\(...\\) would just look awkward).