There is not only a problem with the height of the roots, if you look carefully you can see that the horizontal rules of the roots are wrong and also the fraction rule is to thin. As egreg wrote it is a problem with the range option. The last math font sets important math constants. In this case the problem is with \Umathradicalrule
and \Umathfractionrule
as you can see in this example:
\documentclass{article}
\usepackage{amsmath}
\usepackage{unicode-math}
\setmathfont[]{TeX Gyre Pagella Math}
\makeatletter\check@mathfonts \makeatother
\edef\textstylerulewidth{\the\Umathradicalrule\textstyle}
\edef\displaystylerulewidth{\the\Umathradicalrule\displaystyle}
\edef\displaystylefraction{\the\Umathfractionrule\displaystyle}
\setmathfont[range={cal}]{Latin Modern Math}
\begin{document}
\makeatletter\check@mathfonts \makeatother
\Umathradicalrule\textstyle=\textstylerulewidth
\Umathradicalrule\displaystyle=\textstylerulewidth
\Umathfractionrule\displaystyle=\displaystylefraction
Note well:
\begin{equation*}
x = \sqrt{11}\sqrt{19}
\qquad
y = \frac{\sqrt{11}\sqrt{19}}{26}
\end{equation*}
\end{document}
(Setting the values like this one-by-one is naturally not the way to go, the solution of egreg is better, but it is imho interesting to see how this value affect the output.)