This seems to be (on my layout at least) because Markdown is putting paragraphs inside the list item elements, which breaks lists styled with list-style-position: inside.

I had a bit of a quick play around to see if I could fix it while keeping that setting, but eventually decided to just override it on my theme's custom CSS with this:
.entry-content li, .comment-content li {
list-style-position: outside;
margin-left: 1.15em;
}