You’re proposing an extension to markdown which I don’t think a lot of markdown engine are supporting, if any at all. Headers are not supposed to be within list elements, and this is also common practice for markdown.
So no matter how much you want it, this is most likely not going to happen, neither as a bug nor as this feature request, where you’ve posted almost identical requests.
It’s just not going to happen, unless you get to someone convinced to break standard conventions.