I'd say the most important thing is jumping to definitions. That's not terribly useful for standalone documents, but I use markdown for general note taking and it allows me to easily link other relevant notes. With that come a bunch of benefits, like autocomplete, finding all references, renaming/refactoring, hover preview, etc.

Other editors implement this specifically for markdown (i.e. Obsidian), but not needing to switch programs, as well as just having one set of motions/keyboard shortcuts has made a big difference in workflow for me. There are also a lot of other surprising benefits of treating raw text the same as code. I started using auto-completion with user defined snippets when writing Documentation (makes it much faster to integrate code blocks, tables, etc).

Many (if not all) of these things can be done in other ways, but I think it all just fits very well together and I enjoy that workflow tremendously.