Is this a bug or am I using a feature I'm not aware of?
Markdown thinks you're still inside the bullet list, so it thinks you've just started another paragraph inside the list.
- To add a code block inside the bullet list, you'd need 8 spaces of indentation instead of the usual four.
- But I think you just wanted to have a code block after the bullet list, so you need something to indicate that the bullet list has ended. The simplest solution is to add an HTML comment, i.e. simply
<!-- -->, without indentation after the bullet list and before the code block. (I've made this edit for you so you can see what it looks like).