HTML is valid markdown. So I'm not sure how you make oppose markdown and XML. XML is basically a subset of markdown.
<b>This</b> <i>is</i> *valid*
<ul>
<li>*Mark*</li>
<li>_down_</li>
</ul>
Markdown basically adds a whole layer of complexity upon HTML.
If you're writing things like that in Markdown files (without being escaped in code blocks as HTML syntax examples), you're doing it wrong.