Windows associates file extensions with applications, so I can tell Windows to associate ".mkd" with the application I want to edit the file. Having no file extension eliminates the association, so any file extension is preferable to none.
It is true that there are text editors that will view files with the Mac/UNIX EOL correctly. I just wanted to point out the common use case for Windows. A separate problem for many editors is noted in this thread http://www.appsonthemove.com/forum/viewtopic.php?f=13&t=469&p=1063
and lead to files with strange EOL sequences that confuses many editors.