Confirmed by setting "Auto-number headings" setting under /wiki/Special:Preferences#mw-prefsection-rendering

What is so special about them?

To answer your question directly, for some reason the first three sections are parsed as wikitext, while the remaining ones are not.

				$out->addWikiText(
					$this->getMediaWikiCredits() .
					$this->softwareInformation() .
					$this->getEntryPointInfo()
				);
				$out->addHtml(
					$this->getSkinCredits() .
					$this->getExtensionCredits() .
					$this->getExternalLibraries() .
					$this->getParserTags() .
					$this->getParserFunctionHooks()
				);

Why it is so, no idea. It would be good to make this consistent, in one direction or another.

I would actually prefer to generate HTML output in the first three sections too, as that's how most special pages are done. They already are mostly HTML-based, the tables and text formatting are done with plain HTML that the wikitext parser just passes through; it would primarily be the matter of changing link generation.