Markdown nested lists have different vertical padding for different bullet depths

  • tight
  • tight

vs

  • loose

  • loose

You cannot have lines between the bullets, if you do, it converts everything to a loose list. Perhaps the nested nature of the lists is obscuring the issue for you, but the rule is the same no matter how nested the lists are.

Either a list is loose, or it is tight. There is no in-between state.

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