At the bottom of the Scrivener/Preferences/Corrections menu: “Note: Excepting the main editor, not all text views in Scrivener support all substitution types.”
My footnotes often include ordinals, whose indicators (ex: “st” of “1st century BC”, “nd” of “2nd”, etc) must be smaller and superscripted. The footnote editor in the Inspector sidebar does not perform this substitution type, even when “Superscript ordinals” has been activated for the main editor. My current workaround is to write part or all of the footnote in the main editor to get the correct substitution, then move that into the sidebar. But it would be nice to be able to properly write ordinals within the sidebar directly.
Same goes for Comments, and for any other activated Substitutions. There may be a technical reason why this doesn’t already work, but I don’t see any advantage for the user.