Hi,
Thanks for the question!
Yes, it was intentional, because the text is entered as `innerText`, not `innerHTML`, for security reasons. However, I think that as a small feature we can introduce the ability to filter HTML through AST, which will allow using HTML in the title. For now, you can handle this very easily by editing the component content outside of the options, as in the demo below.
Demo: https://jsfiddle.net/BlackLabel/nb18a3ue/
I requested the feature here:
https://github.com/highcharts/highcharts/issues/22487
Best regards,