Actually, this is consistent with LaTeX.
xelatex + Computer Modern:
xelatex + unicode-math + New Computer Modern:
main.tex
\documentclass{article}
% \usepackage{unicode-math}
% \setmathfont{NewCMMath-Regular.otf}
\begin{document}
\begin{equation}
\bigcup_n U_n = \bigcup_n \{x \in X \mid f(x) \in V_n\}
\end{equation}
\end{document}
You can check math classes (Typst docs, Unicode docs) by visiting General Symbols - Typst Documentation and search and click the symbols.
In §18 of the TeXbook, the spacing between large (Op) and opening (Open) is indeed zero.
I don’t know why, however…