That's how it works. The quick grade is just a quickie feedback box and refers to the same content but without the editor. Since the content of the feedback box is html, the content of the quick grade is html but without the editor it is displayed as html. IMO this is a design issue. The quick grade should still be an editor but with the toolbars hidden so as to allow the box to be small enough. I don't remember if you can change the format of the feedback box. If you can change it to plain text it should solve the problem.
Gradebook
html appearing in quick grade comment box
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