As you can see on the revision page which shows a live rendering of this question, this is fixed now. It's still visible in your question because the version displayed here is saved on submission; were you to edit the question now, the stray </li>
would be gone from there as well.
If you're interested in some technical background on the problem, I gave a bit of explanation in Blockquotes in a list break blockquotes after the listBlockquotes in a list break blockquotes after the list.