Thanks for the suggestion! Our Markdown support is fairly recent, so we're still trying to tweak our implementation and find the ideal experience. I've added this issue to our internal backlog. We'll take a look at this more in depth soon and let you know what we come up with.
I mean they should be more distinct on each page. Consistency means nothing if they are consistently indistinguishable on each page. The point of having different header levels is to distinguish sections. It makes the various markdown levels useless if you're not going to make the markup show contrast between the levels.