You know the small grey box that says "a new answer has been added" and when you click it the answer appears? Yeah well, MathJax is not parsed. Look:
I got that post when I clicked the grey box. I had to refresh the page to see the parsed text. Additionally, another grey box appeared saying that the answer was edited, I clicked it and it still was not parsed.
I am using Google Chrome 45.0.2454.101 (64-bit), running on Mac OSX Yosemite 10.10.5.
Edit: It also happens with comments. Weird.