It is because Joplin has to run through a conversion. If your note is of markup type markdown and you open it in the richtext editor then everything you type is in HTML. Joplin then has to take that HTML document and convert it into markdown in order to save it in the database - as Markdown is the "standard" way of saving note data.
GFM only supports inlines within tables: see - GitHub Flavored Markdown Spec
Each row consists of cells containing arbitrary text, in which inlines are parsed, separated by pipes (|). A leading and trailing pipe is also recommended for clarity of reading, and if there’s otherwise parsing ambiguity. Spaces between pipes and cell content are trimmed. Block-level elements cannot be inserted in a table.
Lists are blocks and therefore not valid markdown to add them to table cells.
Whilst it is valid markdown to insert HTML into markdown docs, the same cannot be said of inserting it into the richtext editor as what is displayed is not markdown - the conversion is on saving the data to the database so it can lead to inconsistent behaviour depending on what is doing what on the back and forth conversions and rendering.
This is reflected in the limitations shown on the website:
If a note is of 'Markup - Markdown' and contains HTML formatting, this may be lost when editing in the Rich Text editor as it cannot be converted to Markdown. Notes of 'Markup - HTML' are not affected by edits in the Rich Text editor as this conversion does not take place.
As for that last bit, an HTML note is something you import as HTML or create as HTML from the webclipper.
However to try and avoid some of these problems I have a (somewhat neglected) plugin to allow manually creating new HTML notes and converting existing notes which flags to Joplin that conversions to markdown should not take place - this does mean that the markdown editor will just show the pure HTML and not markdown so is much tricker to edit but if you want to have a look you can download from the github repo releases and manually install it (it cannot be found within Joplin yet).