For blogs it is complicated issue because the title also goes into the rss feed title and no markup is expected there. There is at minimum a bug in the blog because there is a descrepency between what a title can do in the list view vs the detail view. I can use ® in the post title to show a registered trademark glyph in the list view but on detail view its gets html encoded. I will definitely see about making that consistent but I'm not sure I can use encoded entities in the rss title. I need to look into it more. I don't know how we can allow html elements there safely, I'm open to suggestion, perhaps we could have a config setting whether to encode/filter it or to let people live dangerously and put whatever in there knowing it may mess up the rss feed.
For the main menu and cms pages it may be a similar issue but there is one little known way to get extra html into the menu. Each page/menu item supports a menu description where html is allowed but it is only supported if using flexmenu, and to get the new field for description to appear in page settings you need to explicitely enable it from theme.skin
so one option there is to put the symbols in the description
in addition to feed considerations it would make things kind of fragile to allow html in page names, one missing closing tag or extra opening tag can totally wack out the whole page layout and we don't usually want to make that easy for end users who usually don't know much about html. again maybe config options could be created to let those who want to live more dangerously do so.