I've been usign Markdown to write my blog posts for a few years via various plugins. I recently enabled Markdown via Jetpack and deleted the plugins. Everything works as expect when I create/edit Markdown formatted post via wordpress editor in a browser.
However, when I create Markdown posts in other apps -- Byword (iOS/OS X), Poster (iOS), WordPress app (iOS), MarsEdit -- the posts are created as HTML on my self-hosted WordPress blog. I'm not sure if the apps -- including the WordPress iOS app -- are converting the Markdown to HTML before posting to the blog or it's something else in how third-party apps use the XML-RPC mechanism.