Just typing them directly does not work.
Just like \alpha is different from α, ю produces a non-italic letters that also don't follow correct spacing:
Ю + 1 produces

Just typing them directly does not work.
Just like \alpha is different from α, ю produces a non-italic letters that also don't follow correct spacing:
Ю + 1 produces

You can define a new math symbol font.
\documentclass{article}
\usepackage{cmap}
\usepackage[T2A,T1]{fontenc}
\DeclareSymbolFont{cyrillic}{T2A}{cmr}{m}{it}
\SetSymbolFont{cyrillic}{bold}{T2A}{cmr}{bx}{it}
\DeclareMathSymbol{\mYu}{\mathord}{cyrillic}{222}
\begin{document}
$\mYu+1$
{\boldmath$\mYu+1$}
\end{document}
Look in your system for the file t2aenc.def in order to find the numeric code. The uppercase Ю is called \CYRYU.
With cmap, the character is copied as itself from the PDF file.
You can use any text-mode symbol and formatting commands in math mode with \textnormal from amsmath. Here’s an answer I gave to a similar question a few months ago. In this case, you’d want \textit{ю} if you want it to appear bold in a bold header, or \textnormal{\itshape ю} to have it always appear as medium italic.
The fontspec package gives you another option. It sets \mathrm, \mathit, etc. to use the main text font, or another you provide. If you set it to a font that supports Cyrillic (such as \setmathrm{CMU Serif}[Ligatures={Common,TeX}]), you can use \mathrm{ю}, \mathit{ю}, and so on.
$\textrm{Ю} +\textrm{ю} + 1$will do it. – Steven B. Segletes Aug 05 '20 at 20:17