Missing character: There is no 𝜋 (U+1D70B) in font [lmroman10-regular] about unicode-math HOT 2 CLOSED

This isn't really a unicode-math issue, operatorname uses the roman upright fomt (latin modern here) and the roman font chosen doesn't have the math Greek (or any other Greek) characters.

You could for example do

\documentclass{article}

\usepackage{unicode-math}

\begin{document}

$\mathop{\pi}(x)$

\end{document}

and select operator spacing without switching to the roman font.

It sort of accidentally works without unicode-math as there you are usng classic 8 bit math fonts and \pi is a fixed symbol that ignores math font commands like \mathrm but with Unicode math it's just a "normal character" and is set up to follow math font switches, but if you switch to a font without the characetr you get the warning shown,

from unicode-math.

Thank you for the clarification! I closed this as a non-issue.

from unicode-math.