That's what I felt about it as well. Any special character could probably be used in any context, it's just a matter of getting the LLM to figure it out and play along. Which it's probably trained to.
I think asterisks being used to denote actions came from role playing in MUDs, and got spread out to all forms of text role-playing for emoting. Kind of got grandfathered into Role-playing norms. Even YouTube has bold font for using asterisks around words, and it is typical gets used for emoting. It's more of a cultural norm now, so I totally expect the LLM was trained to know that as well.
Still, I suspect LLM adapts to your play style as well. So the more you do things a certain way, the more it will as well. If you talk never using capital letters, I'd expect every NPC to speak likewise eventually. If you use special characters to structure the narrative, I bet NPCs will eventually do so as well.
That's all speculation on my part, though. I might start using more special character as well. Though, I'm more used to using ** and emoting most of the time. () for OoC, {} for thoughts. I might use [] for narrator/narrative descriptions... that's a good idea.
... Figuring out first, second, or third person for each one and whether it's in past or present tense will be annoying. I always struggled to remember which tense I'm in and like to slip into past tense a lot. Case in point, I still struggle as opposed to always struggled.