We originally considered supporting markdown in titles, but settled pretty firmly on “no” back then.
The primary issue with supporting Markdown in card titles is a title can realistically only support a subset of what the card content supports, e.g. having block quotes or tables in titles would be a non-starter. This would cause us to have to maintain two version of our markdown parser and additionally it would not be immediately obvious to users which markdown features they can use in the title vs the content. Unfortunately markdown is already a bit of a hurdle for many of our users, so making it more complex / confusing is not something we want (we’re actually trying to go in the opposite direction at the moment).
Rendering HTML in titles also significantly complicates various other parts of the app that rely on titles being plain text in order to be performant / consistent.
If anyone else would like to see this feature, please like @fuzzy.beach’s post so that we can gauge interest. Warning in advance though: it would require a serious outpouring of support for this in order for us to rethink our existing stance, due to the above concerns.
The second part of your comment (links breaking if they have markdown in them) does sound like a bug, so we will look into fixing that 