Since this a complex array, I used a combination of [Parse JSON] and [Apply to each] actions, and string functions to generate the HTML table to get the output as requested.
See the screenshots and explanation below.

varArray - a string variable, contains the array string that has been provided.
varHTMLTable - a string variable, initialized with a Table layout with some styles. See Expression 1.
Expression 1
<!DOCTYPE html>
<html>
<head>
<style>
th, td {
border-left: 1px solid black;
padding: 5px;
width:200px;
}
th {text-align:left; }
</style>
</head>
<body>
<table style="width:50%">
<tr>
<th>Header</th>
<th>Data</th>
<th></th>
</tr>
<!--add a blank row between [Header] and [Data] Rows -->
<tr>
<td style="border:0px;"> </td>
<td style="border:0px;"> </td>
<td style="border:0px;"> </td>
</tr>
Detail 1

Expression 2
concat('<tr><td>', items('Apply_to_each')['Header']?[0], '</td><td>', items('Apply_to_each')['Data']?[0], '</td><td> </td></tr>',
'<tr><td>', items('Apply_to_each')['Header']?[1], '</td><td>', items('Apply_to_each')['Data']?[1], '</td><td> </td></tr>',
'<tr><td>', items('Apply_to_each')['Header']?[2], '</td><td>', items('Apply_to_each')['Data']?[2], '</td><td> </td></tr>'
)
Detail 2

The Final output seen in the email body
Note: Table styles can be adjusted as needed.

Updated for a Markdown Table
The process is the same to generate a Markdown Table.
However, for adding a line break, only </br>
worked for me.
Initialize a string variable, varMarkdownTable, with the table header
concat('## Markdown Table </br>', '| Header | Data |</br>', '| :---------: | :---------: |</br>', '| | |</br>')
Within Apply to each, using [Append to string variable], append the table body string to varMarkdownTable variable
concat('| ', items('Apply_to_each')['Header']?[0], ' | ', items('Apply_to_each')['Data']?[0], ' |</br>', '| ', items('Apply_to_each')['Header']?[1], ' | ', items('Apply_to_each')['Data']?[1], ' |</br>', '| ', items('Apply_to_each')['Header']?[2], ' | ', items('Apply_to_each')['Data']?[2], '|</br>')
Generated Markdown Table as seen in outlook email

Copy the the output and verify using Visual Studio Code or MarkdownLivePreview
