The three main ways of using Markdown with Scrivener are described in the introduction of Chapter 21. There is a big grey area between pure Markdown usage and none at all, where one can employ styles to help generate markup, but using external folder sync with additional Markdown tools really pushes one more toward the first option. It would take too much processing to compile all of the styles to markup on sync, and I’m not even sure if it would be possible to “decompile” all of the possible ways in which one might set things up (same complexities involved in those wishing to round-trip rich text, the compiler has enough flexibility that it makes comprehending its results back into the original very difficult).
I describe my typical process in this post, where there the intent is more to make the first drafting easier, in conjunction with a tool that has a bounty of typing aids. But at some point in the project, the advantages of using styles to augment the markup starts to outweigh that benefit, and I generally stop syncing once that transition occurs, since all styles become at risk of disappearing on sync. Where that transition sits differs depending on the projected complexity of the finalised formatting.