Use of the Markdown composer is optional, and you can save HTML directly into the database, and this is what is used for other composers like Redactor. Still other composers (Quill composer) save content into the database in their own special format. Markdown is not meant to be activated for either of those. Alternatively you could allow HTML in the markdown settings, but I would highly advise you also install sanitizehtml plugin, otherwise anyone can post anything including malicious scripts as a post in your forum!