I guess that \{, \} and \\ are handled as escape character or something.(even in this page also!) Now i found some tricks to avoid these problem, but obviously, it will become inescapable big issue someday. In my field(Math, Statistics, Physics, Data science, Machine learning, etc), tex writing is the most important factor.
The forum’s post editor also uses Markdown.
The syntax is not a peculiarity of Hugo, rather it is a peculiarity of the Markdown spec that clashes with MathJax.
Please, see this post and the rest of that topic for more info:
You can always switch to using .html instead of .md content files for your Hugo project to avoid dealing with the Markdown processor altogether.
Of course, I’ve read that post all. But i think “use goldmark-mathjax extension” is not the point of that thread, am i wrong? “switch to using .hmtl instead of . md content files for your Hugo project to avoid dealing with the Markdown processor altogether.” also not a appropriate solution to me. I want to use md and tex both. 
Unfortunately there are mutual incompatibilities between Tex and Markdown.
The issue you raised in this thread is really an upstream issue and not strictly a Hugo issue.
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