Those delimiters are operational, but not exactly in the form you expect. Look at the source code of this page:
inlineMath: [ ["$", "$"], ["\\\\(","\\\\)"] ],
displayMath: [ ["$$","$$"], ["\\[", "\\]"] ]
\\[y=x^2\\] produces \[y=x^2\]
\\\\(y=x^2\\\\) will produce \\(y=x^2\\), though one has to be masochistic to actually use this feature.
The reason for repeated backslashes is Markdown syntax:
The reason that
\(...\) are not used on the SE sites is that Markdown uses the backslash as an escape character to prevent the special meaning of the characters that follow. So one could use
\[...\] to prevent the brackets from indicating a link, for example. This conflicts with using the LaTeX delimiters
\(...\) for in-line math and
\[...\] for display math. So they have used the Plain TeX delimiters:
$$...$$ instead. -- Davide Cervone
I don't know why the round parentheses require quadruple backslash instead of double... but I suppose this does not matter much, as few people would want to use this syntax with double backslashes, either.
It seems that back in 2011,
\\(y=x^2\\) was operational: see Math typesetting using \( \) instead of the dollars.