First item is T147218: Format tool in NWE should tell you if you are currently in a heading/paragraph etc.

It's possible we may not want to do all of these things for performance reasons. In VE we can just lookup the annotations at a particular offset, whereas in wikitext we need to run a RegEx over the whole paragraph for every annotation that is known about.

Also it may not make as much sense as you can't always remove annotations from your selection, so saying that a given selection is annotated may be misleading.