As you can see [on the revision page](https://tex.meta.stackexchange.com/posts/5942/revisions) 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 https://meta.stackexchange.com/questions/153326/blockquotes-in-a-list-break-blockquotes-after-the-list/259111#259111.