Working on MDL-61674 we realized that MathJax filter just adds the JS to 'change' the content and render the formulas properly. The problem on user tours is that the JS added is running once, so there is no way to run it again for the content is rendered later on user tour modal. So, right now, MathJax filter is not working properly on user tour step content.

Attached user tour could be imported to test the MathJax filter.