What's wrong with my Luatex-Xits setup that it can't write Cyrillic in mathmode?

Question

I have a keyboard layout with a layer of Cyrillic letters and use those sometimes in math texts through Luatex (more precisely, the compiler tells me it is using LuaHBTeX, Version 1.16.0). This works well outside of mathmode but if I type Cyrillic letters inside it, I get a message

Missing character: There is no ю (U+044E) in font cmmi7!

or the same for with cmmi10 or other Cyrillic letters. This is though I use Xits as the default math font, which, I think, should have these symbols. What's wrong with my setup?

Here is the relevant portion of my default configuration:

\RequirePackage{fontsetup}
\RequirePackage[english,russian]{babel}
\RequirePackage{unicode-math}
\RequirePackage{fontspec}            
\setmainfont{CMU Serif}
\setmathfont{XITS Math}

Answer 1

There is no ю in the math font. Use the symbol from the text font:

\documentclass{article}
\usepackage{unicode-math}
\setmainfont{CMU Serif}
\setmathfont{XITS Math}
\begin{document}
ю $\mathit{ю}$
\end{document}