Those widgets are coded to remove HTML tags from those fields.
You can change that by editing the widget file.
pricing_tables_widget.php located in /inc/widgets/ directory.
On line 85 change,
$instance['feature_1'] = strip_tags($new_instance['feature_1']);
to
$instance['feature_1'] = $new_instance['feature_1'];
You can do the same for the rest of the feature fields.
