Consider the following MWE, typeset by lualatex from TeX Live 2016:
\documentclass[paper=A4, parskip=half]{scrartcl}
%
% Packages
%
% Fonts
\usepackage{fontspec}
% Languages
\usepackage{polyglossia}
\setmainlanguage{english}
% Mathematics
\usepackage{mathtools}
\usepackage{amsthm}
\usepackage[math-style=TeX, bold-style=upright]{unicode-math}
\setmathfont{Latin Modern Math}
\mathtoolsset{mathic=true}
% Microtype
\usepackage{microtype}
%
% Document
%
\begin{document}
Let \(A\) and \(B\) be two sets. The set difference, denoted
\[
A \setminus B
\]
consists of all elements of \(A\) except those which are also elements
of \(B\).
\end{document}
%%% Local Variables:
%%% mode: latex
%%% TeX-engine: luatex
%%% TeX-master: t
%%% End:
The corresponding output
does not include the \setminus sign. Is this a bug in Latin Modern? Changing the math font to XITS Math, for example, fixes the issue.


\setminusa bug. – user87690 Jul 29 '18 at 15:45