I have a recently upgraded discourse instance (discourse 92bb728fe5, discourse-math f9cf94d2). I have configured discourse-math to use katex, but the problem appears with mathjax too. I observe that math is rendered correctly in post previews, in posts themselves, but not in chats. Below are the screenshots:
I may be wrong, but I think that Discourse Chat does not use the same “rendering method” as in topics and posts, I haven’t tested it well but I think it barely supports some features of Markdown
Moved to feature request as enabling each plugin or theme-component in chat is a new feature that needs to be planned, written and tested as we don’t automatically apply all the same markdown cooking of posts.