This works surprisingly well. If you look into enough dark corners of Unicode, it turns out that you can do a shocking amount of typography, going far beyond the obvious italics and bolds: https://gwern.net/utext
In fact, I found that writing as much math as possible in Unicode makes for the best HTML reading experience: it's fast, simple, and looks more natural (avoids font inconsistency and line-height jagginess, among other things). https://gwern.net/design-graveyard#mathjax
Regarding typing latex vs unicode, I use WinCompose/XCompose with a list of bindings that include most latex symbols. So instead of \cup I'd type <compose>cup
In fact, I found that writing as much math as possible in Unicode makes for the best HTML reading experience: it's fast, simple, and looks more natural (avoids font inconsistency and line-height jagginess, among other things). https://gwern.net/design-graveyard#mathjax
And if you find writing Unicode yourself a pain, you can just ask a LLM to translate from LaTeX to Unicode! https://github.com/gwern/gwern.net/blob/master/build/latex2u...