I think Scrivener may be a different kind of Markdown-savvy than what you’re referring to. In fact what you’re describing sounds more like a program that doesn’t do Markdown at all, but instead has an import filter that ditches it entirely and migrates one to a rich text workflow. That doesn’t sound terribly appealing to me, but I’m one of those people that uses Markdown to write because I don’t care for rich text editing in the first place.
But, if that’s all you want, use Pandoc to convert your source to .docx. Just be aware you’re no longer using any of Scrivener’s Markdown stuff at that point, and it will be much more like writing in LibreOffice or Word.
If you do in fact want to use Scrivener to author Markdown content, then this post may help you out.
I think maybe the fundamental point of confusion may be that some editors do a lot of cosmetic formatting of the text itself while you write, while Scrivener does not. The end result is identical though, and it also uses Pandoc (as well as MultiMarkdown) to generate documents from your Markdown source. So asterisks do the same exact thing as they do everywhere else.
It can be a lot more heavy-duty than that if you want, which may be what you’ve heard about, Chapter 21 in the user manual should help you out there, and this other post kind of breaks down some of what makes Scrivener different than most offerings. It does use some rich text conventions to generate MD, but it’s more of an opt-in thing than the standard and default way of using the software.