What are the rules for syntax formatting in MathJax

What exactly causes a backslash \ to be formatted as red inside the $ $ environment? I know that in commands like \\ and a\ a (the second being backslash space to force a space), the first slash is red, but haven’t found any other cases.

Why is this the only case of syntax formatting in MathJax (that I know of) other than just making the $ the accent color and the rest as grey monospace italics?