Yeah, that's because folding patterns aren't currently sophisticated enough to allow folding for markdown lists, sections (between headings), quotations, etc. Hopefully this will be different in TextMate 2.0. We'll have to see how Allan decides to make folding work. If it's based on scope, I hope we'll be able to fold all of the above.
If you want to have some other folding mechanism, you could make the folding pattern more complicated, but it would require mirrored beginning and ending markers of some sort.
Would it be possible to set it up so that two returns mark the end of a section to be folded? I ask be cause I'm in the habit of using two returns anyway to visually signal the end of a heading and if it were possible to set this up via the Bundle editor, my life would be good.
Example:
# Heading
Some text here.
* Maybe a list.
More text here.
# Another Heading.