I'm not sure on this one... I guess what's the end goal?
The next release will have auto-linking working... so when you type in a URL it will become a clickable link. I think Markdown style link syntax is mostly designed so that you can attach a link to some words when generating a final HTML document. But if you are not generating a final document is there a benefit to including Markdown syntax?
I'm not necessarily against it, just looking for the use case.
I've also considered supporting all Markdown inline syntaxes (bold, italic, links, etc), but I can't really decide if it's worth the added complication. I know that I went all out supporting all of these things in FoldingText, and wasn't happy with the result. Though in FoldingText it was really the line level formatting (headers, quotes, etc) that caused the problems, not the inline stuff.
Anyway, let me know what use cases you see please.