I've just noticed, but there seems to be a bug with UNICHAR funciton, as it only shows the first character on a given selection.
I found a workaround. If you concatenate some string to the UNICHAR result, it works as intended.
Based on my test in Power BI desktop version 2.70.5494.761 64-bit (June 2019), the UNICHAR() function works fine.
You can test with our sample report on your side as well.
Best Regards,Qiuyun Yu