As stated this is for Unicode, not specifically subscripts, and Unicode only chose to have subscripts for some letters, e.g. not f…:
Maybe LaTeX allows more, as it’s for typesetting, Julia isn’t really, nor most programming languages. The argument for Unicode is you could use such a system with, and they don’t want to support subscripting just any letter (e.g. Chinese). Why they chose that subset is another story.
I feel like there should be a subscript and superscript modifier, like it’s done for emoji skin color.
That way, any character could be raised or lowered without taking space in the Unicode space
I think it is cleaner to separate plain text and markup languages.
Also, keep in mind that super- and subscripts may not be very legible at all screen sizes and resolutions. Personally, after some very enthusiastic initial experimentation with stuff like xₐ₁, I decided not to use them in my own code.