... markdown doesn't seem to have a standard support for anchor links for whatever reason.

That's because there is no markdown standard. But if we look at how GitHub and Jekyll go about it, they support hash-in-link by assuming the H1, H2, etc. tags are also <a name>.

Jekyll takes it one step further by also embedding IDs so that you can have smooth scrolling to the section.

All this to say, it can be done by the Steem front-ends. But it’d be advisable to do so with a published standard.

Meaning, Steem should publish its standard.