code:

result:

Expect:

Syntax highlighting is not a part of react-markdown.
You can override the code renderer with something like react-refractor or react-lowlight to achieve the result you desire.
@rexxars I ran into this issue too, I think what contributes to the confusion is that the demo site shows syntax highlighting. It might be a good idea to add a line to the docs or to the demo site explaining that syntax highlighting doesn't come by default.
Here's a good resource for those looking on how to add syntax highlighting.
Most helpful comment
@rexxars I ran into this issue too, I think what contributes to the confusion is that the demo site shows syntax highlighting. It might be a good idea to add a line to the docs or to the demo site explaining that syntax highlighting doesn't come by default.