How to convert Unicode to characters?

I have encountered a very strange thing.

When I set the variable to text, it automatically strip off \u in the text. So the following actions won't work.
image

image
If I escape \, it works.

Another problem is with \ud83d\udca1 (Need to use \\ud83d\\udca1) to set variable.
I believe it is a light bulb emoji (consisting of two Unicode)?
It won't be converted to the bulb emoji.