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In brief: You can use the \ escape character to add  to the start of your checklist items.
Issue Checklist uses square brackets to handle represent the state of an item in the text format. This text format is used in the Checklist Text custom field to enable some important use cases.
A side effect of the mentioned use case is that when you put square brackets at the beginning of a checklist item, the square brackets are removed.
So when you add a new item like this:
The items will look like this:
As you can see, the square brackets are removed from the checklist item.
A workaround to show the square brackets is to use the \ character at the beginning of the item name:
The result will have the square brackets at the beginning: