I am a complete Aldiko novice but I have experimented with the settings a bit. Either with or without "Advanced formatting" enabled, all bold and italics appear normally in the few books I have imported. The only differences I can see are the result of manually changing any of the options listed below "Advanced formatting" (font, text alignment, etc.). One feature I noticed that is not functioning is the "Page turn animation."
This probably doesn't help you much but, in summary, books I import into Aldiko (thus far) appear the same as the original. (Perhaps I am missing something?) As I continue to become more familiar with the app I will look for any discrepancies in additional imports and post if discovered.
Hopefully, someone here with more experience can help us out.