I’m not really convinced that the original spirit of Markdown is ASCII-only, but “easy to input”. If people frequently get characters like U+2022 from copy-and-paste operations from rich text environment to markdown / plain text environments, then it could make sense to spec them. However, this is probably not limited to •.
Besides other bullet and hyphen or dash characters like U+2023 ‣, U+25E6 ◦, U+2043 ⁃ and U+2012 ‒, U+2013 –, U+2014 —, I’m thinking of local-script (mostly Indian/Brahmic) decimal digits for enumerated lists, i.e. Arabic-Indic U+0660–9/F0–9, Devanagari U+0966–F, Bengali U+09E6–F, Gurmukhi U+0A66–F, Gujarati U+0AE6–F, Oriya U+0B66–F, Tamil U+0BE6–F, Telugu U+0C66–F, Kannada U+0CE6–F, Malayalam U+0D66–F, Thai U+0E50–9, Lao U+0ED0–9, Tibetan U+0F20–33, Myanmar U+1040–9 and U+1090–9, Ethiopic U+1369–71, Khmer U+17E0–9, Mongolian U+1810–9, Limbu U+1946–F, Nko U+07C0–9, New Tai Lue U+19D0–9/A and U+1A80–9, Balinese U+1B50–9, Sundanese U+1BB0–9, Lepcha U+1C40–9, Ol Chiki U+1C50–9, Vai U+A620–9, Saurashtra U+A8D0–9, Kayah Li U+A900–9, Cham U+AA50–9, Osmanya U+104A0–9, but not circled or parenthesized European ones and probably neither East-Asian fullwidth and halfwidth nor mathematical stylistic forms. Also see the CSS Counter Styles.