Good question.
I had some time today to investigate and came up with the following conclusion: it’s just a matter of display real estate.
If the column name is short, then there would not be enough space to fit the Union{...} header
julia> DataFrame(a = [1,2,3,missing])
4×1 DataFrame
│ Row │ a │
│ │ Int64? │
├─────┼─────────┤
│ 1 │ 1 │
│ 2 │ 2 │
│ 3 │ 3 │
│ 4 │ missing │
However, if the column name is long enough, then the Union{...} type name representation would fit and so would be used:
julia> DataFrame(a12345678912345678901 = [1,2,3,missing])
4×1 DataFrame
│ Row │ a12345678912345678901 │
│ │ Union{Missing, Int64} │
├─────┼───────────────────────┤
│ 1 │ 1 │
│ 2 │ 2 │
│ 3 │ 3 │
│ 4 │ missing │