Indeed. What is doubly confusing is that you can still use Markdown (and other formatting tags) even in WYSIWYG mode. That is also confusing to people: Question about dollar sign coding
It’s also not super clear which mode you’re in. They both look mostly the same, except the edit window gets a bit narrower (because there’s not a side-by-side preview in WYSIWYG mode).
I think it’s just one of those things that happen when a forum is made by a bunch of coders instead of regular people, and many of their users are power users. Discourse has a bias towards advanced usage and an ongoing tendency towards feature creep, as opposed to trying to keep things simple.
It’s not a choice I agree with, but it’s not up to me (or even us, as Dopers who’ve complained on the official Discourse boards about various things).