Disagree. If it is supported somewhere, it should be supported anywhere. Or nowhere. So I would rather ask for adding the support to SE editor (whatever it is, Google did not tell me).
By the way, I intuitively used underscore when writing this answer. It is directly available on my keyboard (Czech) while I’d have to use Alt Gr or similar extensions for asterisk. Moreover, these extensions vary between the platforms I use.
If it is supported somewhere, it should be supported everywhere. (Or nowhere but I think no one is going to convert all existing posts.) So I would rather ask for adding the support to “SE editor” (or the “SE formatting bar” if I understand the term correctly).
There is a hint frame How to Format on the right side of the editing field, at least in the desktop view. It currently advises to use the syntax:
_italic_ or **bold**
I intuitively used underscore when writing first part of this answer. It is directly available on my keyboard (Czech) while I’d have to use Alt Gr or similar extensions for asterisk. Moreover, these extensions vary across the platforms I use.
Finally, this is a wrong place to discuss it. Ask Ubuntu is not special among other SE sites in this way, so this topic should go to https://meta.stackexchange.com/.