VS Code with the current haskell-language-server master, GHC-8.10.1.

For some reason, when the Documentation popup is displayed - \mathcal{} content is not formatted. Here's what the popup shows:

Here's what I see after clicking on "Documentation":

Is it normal, or is there a way to make it formatted properly? How can I change my setup/configuration to enable that? Do I need to install some extra package...?