Look at the source, not the rendered view.
It wasn’t Obsidian but DEVONthink that changed the text …
DEVONthink has a (new) feature that automatically escapes RTF when pasted into or converted to Markdown. That’s where the unwanted escape characters in your record are coming from.
If you don’t want automatic escaping you have to use menu Edit > Paste and Match Style.
@cgrunenberg don’t know whether you have seen my edit in the other thread. Automatic conversion should really be optional.