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.
Regarding serifs: there are actually two variants of both bold and italic (and bold italic), one serifed and one not. Wikipedia has a chart of the different options here: https://en.wikipedia.org/wiki/Mathematical_Alphanumeric_Symb...