Hello @JenniferMankoff, 

Upon further testing I can confirm what you are seeing with classic rubrics and outcomes that have specific formatting. 

We have released Rubric Enhancements which is a new and developing feature (see more information HERE on it) and I can confirm with Rubric Enhancements turned on in my course (first has to be turned on at the admin "account level") when adding an outcome to a rubric the formatting is preserved as you would want. 

Since Rubric Enhancements is a released feature that is being developed further I would imagine this likely would not change with classic rubrics that we are all use to.