If you want a list item withz multiple paragraphs in markdown,
then (at least the first line) of any paragraph following the
first one must be indented by either 4 spaces or a tab. Otherwise
those paragraphs will not be part of the list item, cf.
https://daringfireball.net/projects/markdown/syntax#list

BTW: Don't ask we what to do for second level items with
multiple paragraphs.