How does rxvt-unicode choose fonts?
Most fonts do not contain the full range of Unicode, which is fine. Chances are that the font you (or the admin/package maintainer of your system/os) have specified does not cover all the characters you want to display. rxvt-unicode makes a best-effort try at finding a replacement font. Often the result is fine, but sometimes the chosen font looks bad/ugly/wrong. Some fonts have totally strange characters that don’t resemble the correct glyph at all, and rxvt-unicode lacks the artificial intelligence to detect that a specific glyph is wrong: it has to believe the font that the characters it claims to contain indeed look correct.