\(…\) and \[…\] would not be without problems in Markdown either, as backslash is used for escaping, and there are situations where square brackets and parentheses require escaping.
As a simple example, if you want to write something in literal square brackets, you can normally just write […], but if there’s a link target with a matching name or you’re in an environment that may introduce a link target with a matching name (e.g. rustdoc will see [Foo] and try to find an item to link it to), you may choose to write \[…\] instead. You only need to escape one of the square brackets, but if you’ve escaped both.
I understand this is useful for people who doesn't type math regularly, but as someone who write a huge amount of math, `$...$` is so much less friction than the LaTeX one `\(...\)`.
Even in LaTeX, mix and match. `$...$` for normal mode, and `\[...\]` for display math, and it works well for two reasons. Inline math are generally short, less prone to mistakes, so `$` saves a lot of time.
As a simple example, if you want to write something in literal square brackets, you can normally just write […], but if there’s a link target with a matching name or you’re in an environment that may introduce a link target with a matching name (e.g. rustdoc will see [Foo] and try to find an item to link it to), you may choose to write \[…\] instead. You only need to escape one of the square brackets, but if you’ve escaped both.