Shortcuts are intended for comments as msh210 speculates. In posts, you have the benefit of the full blown editor and (unless writing a book) no real concerns about character limits. The shortcuts addressed the needs of people (mostly) being helpful to new users in comments like the following:
- Your question would be more on topic for [site], I've flagged for migration for you
- Please make sure you read our [guide on something]
- Let's continue this in [chat]
.. and so forth. Consistency wasn't really an issue because folks that actually knew about the shortcuts knew that they only worked in comments.
I suppose that adding just in time help to tell people that if they try to use them in the editor wouldn't be a bad thing to do, but it really hasn't been a problem. We're very careful to not play with Markdown too much in the main editor - so unless there was a huge demand for it, I don't think they'd be added. The comment field is a bit different.
As we continue to launch sites that are run by communities more and more removed from the initial Stack Overflow audience, we're sure to find that suddenly, people are confused by things that (until that time) seemed perfectly logical to everyone. As that happens we may need to revisit this, but I don't think it's a problem just yet.