For me, the biggie is better embedded code support. For example, with RMarkdown, I can embed chunks of... R code in Markdown and have them executed with results put in line. Org mode, by contrast, has had support for dozens of languages for quite some time.
Beyond that, flexibility in rendered output formats. Markdown doesn't really provide any mechanisms for when you want some things to be different between the HTML and LaTeX -> PDF output. Org-mode supports multi output format issues quite neatly.
Little things such as supporting in-document cross references work in Org-mode, but not Markdown. If you've ever needed to do something like "As seen in Figure [X]", know that with Markdown you'll be doing some hacks. Org-mode? Just works.
