No markdown in signature help

If I call the signature help function of the LSP, than I’m getting the expected signature help but without syntax highlighting. Do you have an idea what the reason could be?

What information do you need from me?
Here’s a rough part of my lsp.lua file:

local nvim_lsp = require('lspconfig')
-- (...)
nvim_lsp.clangd.setup {
    cmd = {
        'clangd',
        '--cross-file-rename',
        '--header-insertion=iwyu',
        '--header-insertion-decorators',
        '--suggest-missing-includes'
    },
    filetypes = { "c", "cpp", "objc", "objcpp" },
}
-- (...)
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