Minimal example

import matplotlib.pyplot as plt

plt.plot(range(5), '.')
plt.title(r"$x \cdot y$")
plt.show()

presently fails with ParseFatalException: Unknown symbol: \cdot, found '\' (at char 2), (line:1, col:3).

Looking at the matplotlib docs, this seems to be somehow related to their use of pyparsing https://github.com/matplotlib/matplotlib/blob/main/lib/matplotlib/_mathtext.py#L15.