Neither the Latin Modern Math
nor the XITS Math
math fonts feature a bold version of \imath
("dotless i").
It looks like ı
("text-mode dotless i") is correctly mapped into \imath
if it is encountered in math mode. And, as there is no bold version of \imath
, ı
and \symbfup{ı}
both produce the same non-bold output.

\documentclass{article}
\usepackage{amsmath} % for "\boldsymbol" macro
\usepackage{fontspec}
\setmainfont{Latin Modern Roman}
%or: \setmainfont{XITS}
\usepackage{unicode-math}
\setmathfont{Latin Modern Math}
%or: \setmathfont{XITS Math}
\begin{document}
\Huge
$\imath$, $ı$,
$\boldsymbol{\imath}$, $\boldsymbol{ı}$,
$\symbfup{\imath}$, $\symbfup{ı}$.
\textbf{\i} \textbf{ı} % two forms of text-mode "dotless i"
\end{document}
If you load the unicode-math
package with the options math-style=upright
and bold-style=upright
, you'll get the following results instead:

The characters are now upright (unsurprisingly), but the math-mode characters still are not in bold.
\documentclass{article}
\usepackage{amsmath} % for "\boldsymbol" macro
\usepackage{fontspec}
\setmainfont{Latin Modern Roman}
%or: \setmainfont{XITS}
\usepackage[math-style=upright,bold-style=upright]{unicode-math}
\setmathfont{Latin Modern Math}
%or: \setmathfont{XITS Math}
\begin{document}
\Huge
$\imath$, $ı$,
$\boldsymbol{\imath}$, $\boldsymbol{ı}$,
$\symbfup{\imath}$, $\symbfup{ı}$.
\textbf{\i} \textbf{ı} % two forms of text-mode "dotless i"
\end{document}
math-style=upright
andbold-style=upright
tounicode-math
?unicode-math
.otfinfo
shows Latin Modern Math isRegular
. I don't see any reason to think it is supposed to support bold, even though the type1 fonts do include bold versions. But I don't know enough about Unicode maths to know it isn't somehow a feature of the regular ...