Yes, I understood what you meant and my answer assumes that the contents of all memory -- volatile and persistent -- constitute the state of the machine.
It doesn't matter whether the program is the only thing the computer is doing or whether there are other things running on the same machine. The program considered as a machine unto itself is a conceptually different thing from the underlying hardware. The Markov property is a way to reason about how a process interacts with its state. "I could design a Markov process that's semantically equivalent to a non-Markov process, by just including more state" is a pointless statement. The whole point of the discrimination is to reason about the thing you're studying.
It doesn't matter whether the program is the only thing the computer is doing or whether there are other things running on the same machine. The program considered as a machine unto itself is a conceptually different thing from the underlying hardware. The Markov property is a way to reason about how a process interacts with its state. "I could design a Markov process that's semantically equivalent to a non-Markov process, by just including more state" is a pointless statement. The whole point of the discrimination is to reason about the thing you're studying.