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I edited this question because the OP originally had Al2O3, with no numbers subscripted, instead of Al2O3.

When I reformatted the chemical using

     Al<sub>2</sub>O<sub>3</sub>

The correct formatting appeared in the body of the text but not the title. The title displayed Al<sub>2</sub>O<sub>3</sub>, not Al2O3.

To get the chemical displayed in the title with the numbers subscripted I had to use conventional MathJax formatting,

$\small\sf\{Al_2O_3}$

Does anyone know why using the <sub> </sub> pair will not work in titles?

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As discussed on MSE, HTML tags such as <sub> are not rendered in question titles across the network. This has its origin on Stack Overflow, where it would not be more common to want to ask a question about the HTML element itself than to need to use it to format the title.

If, when asking a question, you think it would be a significant improvement to the readability of the title to have subscripts or superscripts, you can try using Unicode characters.

I've edited that question so that the title simply reads "aluminum oxide," which is going to be the most consistently readable option. I expect that someone searching for "al2o3" should still be able to get a hit from the question body. The reason for avoiding MathJax in titles is that every page that has to render any amount of MathJax must first load MathJax.js, which significantly increases the page load time. Question titles appear in a lot more places than question bodies; a new or active question with MathJax in the title is going to slow down our front page for everyone, so it's a bit of a non-starter.

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