I just set up a new WordPress install today 3.3.1, installed and enabled ONLY markdown on save improved. Then I added it as a new default MarsEdit WordPress link to the blog. I have tested this on everything from my blank theme development install in MAMP, it’s reproducible in all situations I have created.
In case there is a miscommunication of the problem see this quick post I set up
WP) 3.3.1 Plugin) 2.2
I did some additional testing on my two separate installs and I think I found the “cause”. It only disables markdown when I send to blog as draft vs publish
I send most posts as draft for the large majority of my posts since I will often tweak settings after I send to WordPress.