It think it will definitely be important to have a tex math extension at some point. Note, however, that \[, \], \(, and \) already have well defined meanings in Markdown (and CommonMark) – they are escaped [, ], (, and ). It is important that it be possible to escape these characters, so it is better, in my view, to only support the $ style delimiters. In addition, care must be taken to avoid capturing $ characters with ordinary uses ($15.00). Pandoc has heuristics for this that have worked well.
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