Here are some macros (you won't see anything in your browser):
\(
\def\A{\mathbb A}
\def\B{\mathcal B}
\def\cal{\mathcal}
\)
Here is a mathbb A:
\[
\A
\]
And here is a mathcal B:
\[
\B
\]
You will see that MathJax does not render the \B correctly.
But if you delete the definition of \cal, then it works.
Not sure if it is a bug, but it took me a while to track it down.