Yes, exactly. There are three advantages:
1. No translation of markdown to HTML is required to turn it into a web-page, the medium I primarily work in. It's not required -- I can read nicely formatted raw HTML just fine.
2. Lower cognitive load. Damn if I can remember if a link in markdown is ()[] or []() or the link goes first or the link goes last. But a link in HTML is consistent with the rest of the language.
3. HTML is richer than Markdown. I make heavy use of <abbr> and <cite> and <time>, not to mention metadata tags. My position is if you need to include HTML in Markdown to express yourself, you might as well write in HTML instead of construct some hybrid bastard document.