Mardown has several valid different ways to define itself, both ways listed are valid ways to indicate italics.
You would expect Lemmy and KBin to fix on one way but display both. That is a bug in the lemmy renderer.
For example asterisk Is a special character, when used in JSON you have to escape special characters with a backslash. A single backslash is also a special character. What your seeing is double escaping, (e.g. something is repeating it on code)
A quick look through the KBin code showed it using json_encode which is the JSON conversion library built into PHP. A quick google shows double calling the library on a string won't do that and I can't see KBin doing anything obviously wrong.
Lemmy has had some really weird bugs, an expectation that Lemmy hadn't escaped a block of code at a set point so they escape it and KBin is escaped would seem the most likely candidate.
The easiest test would be seeing how it renders on an alternate KBin instance, you would expect the extra characters to show up there, if they don't its probably Lemmy