i.e., for each item, make an ITEM and newline, then use .Left(-1) to cut one character from the end (the trailing newline). The benefit of this approach is that you can make your list more compact with soft line breaks (use LineBreak(true)).
Unfortuantely Join() kills formatting and forces everything to plain text (as if .ToText() was applied on values). Concatenate() keeps the formatting but you have to construct your formula with some hurdles.