Can you provide some examples? People say this a lot, but the cases I've been able to find tend to be things like U+01F1 LATIN CAPITAL LETTER DZ, which is only not well defined in the sense that Unicode defines it wrong (as one character rather than two) presumably-on-purpose, for compatibility with one or more older character encodings.
Also, things like æ and œ are much easier to deal with if they are a single glyphs. Their upper-case versions are respectively Æ and Œ even in languages where they are two letters. I suppose that now we would do it with something like ZWJs to make sure that both letters are transformed consistently but there are technical reasons behind the current situation.
[edit] here you go: dz is the 7th letter of the Hungarian alphabet, but the capital version (in a normal sentence) of dz is Dz and not DZ. Yeah, languages are weird: https://en.m.wikipedia.org/wiki/Hungarian_alphabet
ij is considered two letters in Dutch, although they go by special rules: https://onzetaal.nl/taalloket/ij-plaats-in-alfabet