It seems like Plots (pyplot backend) doesn’t make a distinction between LaTeX symbols \epsilon (\epsilon) and \varepsilon (\varepsilon). However, it does make a distinction between \sigma (\sigma) and \varsigma (\varsigma), and it does make a distinction between \pi (\pi) and \varpi (\varpi). [Are there other variations in LaTeX?]
Is there a reason for this, or is it on the list of things to update?
pyplot wraps the matplotlib library (python). Presumably the answer to your question lies there. Have you tried other backends? Also, PGFPlots or PGFPlotsX combine well with latex, I hear.
Another difference is that pyplot renders the plot in Jupyter notebook even if I add command savefig(...) after the plot command – in the same cell, while gr doesn’t render the plot in Jupyter notebook if I add a line with savefig() after the plot command in the cell.