Unicode only defines the codepoints for characters, it doesn't require anyone to actually make them look good. Since those characters were specifically only included to represent mathematical texts where formatting needs to be preserved, it's unlikely anyone is spending much effort on making them look good as text.
The bold and italic characters actually belong to the Mathematical Alphanumeric Symbols [0] block, so they're strictly meant for math notation rather than general formatting. The superscripts are part of the Spacing Modifier Letters [1] block, which is used for IPA. You'll also sometimes find other formatting quirks that are deprecated in Unicode and meant for compatibility purposes.
