It's not that easy. The whole point is to have the same README for Github (and there I understand the #'s will be there), for the generated documentation (and there the #'s are stripped and ingested correctly) and for crates.io. In the last case I thought that somehow the README would have been processed similarly to docs.rs (where the #'s are stripped and ingested correctly).
It's a bit of a pain not to be able to have a README that fully works everywhere.