I try to reformulate and simplify the question.
Example:

A <span class="myStyle">word</span> with a custom style.

Convert it from markdown to HTML (pandoc -f markdown -t html) and you get:

<p>A <span class="myStyle">word</span> with a custom style.</p>

Convert it from markdown to ICML (pandoc -f markdown -t icml) and you get:

<ParagraphStyleRange AppliedParagraphStyle="ParagraphStyle/Paragraph">
  <CharacterStyleRange AppliedCharacterStyle="$ID/NormalCharacterStyle">
    <Content>A </Content>
  </CharacterStyleRange>
  <CharacterStyleRange AppliedCharacterStyle="$ID/NormalCharacterStyle">
    <Content>word</Content>
  </CharacterStyleRange>
  <CharacterStyleRange AppliedCharacterStyle="$ID/NormalCharacterStyle">
    <Content> with a custom style.</Content>
  </CharacterStyleRange><Br />
</ParagraphStyleRange>

The styled word is put in a CharacterStyleRange of its own, but there's no 
trace of the class attribute.
Is there a way to get this:

<ParagraphStyleRange AppliedParagraphStyle="ParagraphStyle/Paragraph">
  <CharacterStyleRange AppliedCharacterStyle="$ID/NormalCharacterStyle">
    <Content>A </Content>
  </CharacterStyleRange>
  <CharacterStyleRange AppliedCharacterStyle="$ID/myStyle">
    <Content>word</Content>
  </CharacterStyleRange>
  <CharacterStyleRange AppliedCharacterStyle="$ID/NormalCharacterStyle">
    <Content> with a custom style.</Content>
  </CharacterStyleRange><Br />
</ParagraphStyleRange>

This way, when you import the ICML in InDesign, in a document with myStyle 
previously defined as a character style, you get the right formatting.
The same could be thought for DOCX and ODT, with reference documents that 
contain the styles you need.
I have used the class attribute to map the style, but another attribute 
could be used: it's only conventional.
I think this "style mapping" should be disabled by default, but enabled by 
a command line option.

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