I (on Firefox / Win 10) cannot confirm the statements. I just tested and got the identical layout whether I entered control character manually or by using a iconised tool. This, e.g., was formatted after writing with the 'B' icon. Now I entered the two asterisks in front and behind from th ekeyboard. If (unlike in my former test) the result in the final post should be different from that in the preview, I will come back immediately and confess.
A few more test with directly entered control characters:
First
two lines of "code"
now _Italic_ created by underscores and __Bold__ by double underscores.
And again with asterisks: Italic Bold. Now a link: link with every character, except the URL itself, which was pasted aftercopying it from my browser's URL bar, entered via the keyboard.
Over.
Confessing: @charlie.it was right. The underscores did for the preview but not for the final post. Obviously I was not patient enough in my former test to wait a few seconds. After quitting the editor the preview showed in place of the post, and the styles were unchanged. Afew seconds later the post was automatically reloaded, with the already stated result. Miau!