Independently of whether you use amsmath or not, the first atom that follows + (ordinarily a Bin atom, binary operation), is a Punct atom (punctuation).
According to the TeXbook, table on page 170, this is an impossible combination, which means that + is considered in this case as an Ord atom. So the spacing will be the same as the one used for f\colon, that is, no added space. The same table is on page 205 of TeX by Topic, reproduced below with the relative notes.

With amsmath there will still be a space of 2mu (but the same would be with a letter).
In case of doubt, just enclose the Bin atom in braces, which will make it into an Ord one. Adding \mathord in front of it is the same.