Which markdown-mode are you using? If the one at http://jblevins.org/projects/markdown-mode/ then I think something like

(defadvice markdown-cycle (around indent-active-region-rigidly (&optional arg shift) activate)

  (if (use-region-p)

      (save-excursion

        (let ((rb (region-beginning))

              (re (region-end)))

          (goto-char rb)

          (beginning-of-line)

          (indent-rigidly (point)

                          re 

                          (if shift (- tab-width) tab-width))

          (setq deactivate-mark nil)))

    ad-do-it))

should do it. If you don't have an active region TAB will behave the same as before, but if you have an active region, it will indent the whole region for tab-width. I have never used sublime-text so I don't know whether this is what you actually want. If you always want to indent and never want to cycle the visibility then the solution is simpler.

If you want Shift+TAB to indent regions to the left then also put

into your .emacs.