In general, these marks should not adopt the formatting of the surrounded material.
But sometimes, due to its slant, an italic character will collide with a roman parenthesis. In that case, it’s fine to italicize the parentheses—readers will notice the collision more than the departure from convention.
Why do braces get prime real estate on computer keyboards? Because they’re part of the syntax of nearly every software-programming language. You may not use braces, but modern life wouldn’t be possible without them.
“Don’t fonts have kerning so that characters won’t collide?” Yes, but kerning only works between characters of the same font size and style. In situations where you have a roman character next to a bold or italic character, the only cure is vigilance.