The WP Discourse plugin is not designed to handle data migrations. You’ll encounter various issues, including the HTML to markdown conversion you mentioned.
You need to do this via a backend data migration. If you’re hosted with Discourse.org they can handle this for you as part of a hosting package.
If you’re self hosted, you can give this a shot yourself if you’re keen. Discourse has a number of off-the-shelf migration scripts you can use. If you go down that track, and need help post in Development and I’ll give you some advice.
Alternatively, you can hire someone in Marketplace to do it for you.