If I load fontspec, without unicode-math or mathspec, in LuaLaTex or XeLaTeX, I can no longer use \mathsf{\Phi}, \mathbf{\Phi}, and maybe other variants.

Demo:

\documentclass[a4paper]{article}
\begin{document}
\pagestyle{empty}
$\Phi\mathbf{\Phi}\mathsf{\Phi} \qquad A\mathbf{A}\mathsf{A}$
\end{document}


\documentclass[a4paper]{article}
\usepackage{fontspec}
\begin{document}
\pagestyle{empty}
$\Phi\mathbf{\Phi}\mathsf{\Phi} \qquad A\mathbf{A}\mathsf{A}$
\end{document}


Why is this? What happened to them? I hadn't realized that just loading fontspec would have any effect on math mode...

Is there any way to get the styles back?

Pass the no-math option:
\documentclass[a4paper]{article}
$\Phi\mathbf{\Phi}\mathsf{\Phi} \qquad A\mathbf{A}\mathsf{A}$