SimpleMDE doesn't support superscript and subscript. there are two ways to show sub/superscript.

Use html tags:

H<sub>2</sub>O
E =mc<sup>2</sup>

H₂O

E =mc²

Use ~ and ^

H~2~O
E =mc^2^

H₂O

E =mc²

SimpleMDE previews are rendered by Marked using GitHub Flavored Markdown. While Marked doesn't support using ~ and ^ mark sub/superscript. so when preview it by SimpleMDE, it will show the original code:

H~2~O
E =mc^2^

But Markdig can convert ~ and ^ to sub/superscript. so can see the sub/superscript on the blog page. because on the blog page, the content was generated by Markdig.