Critic Markup, and Markdown’s emphasis tags, don’t handle line breaks in the middle of what’s being wrapped in them.
I know that TAD includes actions that deal with this issue for Markdown bold etc by wrapping the selected lines individually in the necessary markup.
What I can’t find / put together myself is an action that wraps multiple selected lines in the appropriate Critic Markup tags. For the sake of example, the highlighting tags {== ==} (and then, ideally moves the cursor to the line beneath the freshly highlighted text. )
I guess it could be achieved by modifying a Find and Replace action with the appropriate regex or via Shortcuts, but I suspect a more elegant solution exists (or that I’m missing something obvious).