I think your problem is that you need the extra line for it to render in Markdown as well. I checked it out, and it seems to lock like the indented bullet point.
- Hitting (shift+8) once at the start of the line indents, and gives a bullet.
Hit return once, and the indentation remains.
Hit return twice to release.
If you place text in a quote, you need an extra blank line above it to insert a horizontal rule. The second return won’t display.
https://www.flickr.com/photos/76260647@N06/15394842036/
It’ll look like this: