in commit 5ba30f588d6e41a13d68b1461345fca7a7ca61ac "tdf#64222 sw: better DOCX import/export of paragraph marker formatting" a new way to represent paragraph marker formatting was added in Writer, but it's only used by DOCX filters currently.
the import code is disabled for RTF import due to unit test failures, and doesn't exist yet for WW8 import.
for RTF see also 6ed12ab2d0742f86ce25defec3c776562dbfad9a "tdf#120546 fix DOCX overriding numrule format" with another check explicitly for DOCX, not RTF.
there are more follow-up tasks:
* font size on paragraph-mark must affect the line height
* paragraph mark formatting isn't actually displayed on the pilcrow yet, only on the list label
* currently only hard formatting is supported; allow setting character-style as well
* adapt WW8 import to create the paragraph item
see also https://bugs.documentfoundation.org/show_bug.cgi?id=120546#c9