Not all scripts "automagically" run after pasting in code in fact some software require plugins/extensions to be made - check this plugin page out:
http://www.mathjax.org/community/mat...ugins-scripts/
^ You can clearly see that those were developed for a reason i.e. the software they wanted MathJax to work in simply would not cooperate like basic websites and requires a custom script to integrate and make MathJax work properly.
This mod will work fine:
https://vborg.vbsupport.ru/showthread.php?t=230589
So long as you have compiled MathJax properly onto the server. If its not compiled properly then it will seem as if the modification will not work, once compiled correctly everything should work fine and after reviewing the modifications code and interface it seems as if they have thought out possible security issues and addressed with a blacklist in the settings as well.