I see that MathJax now shows red text in the preview window for markup, making editing and creating expressions much simpler. Is this new?? If so, kudos to the devs.
As far as I know this has worked for a long time like this for unknown TeX commands. There is a different case, when the command is known but for some reason something couldn't be rendered. It then looks like this:
In any case, nothing seems to have been changed recently.