Hey Martin Marek. Actually I don't think this is a bug. It's expected behavior. Since the code block is clearly to render the original code.

Think of html code within the code block, it should not render the html, but showing the original source code.

If you want the latex equation to be rendered, you can tweak the System Prompt to instruct LLM to not wrap the latex expression in code block.

Lilke the attached screenshot. Also make sure to enable Latex rendering in View > LaTeX & Math Expression