This is not a bug in either implementation. There is no requirement to escape U+00B0. To quote the RFC:
2.5. Strings
The representation of strings is similar to conventions used in the C family of programming languages. A string begins and ends with quotation marks. All Unicode characters may be placed within the quotation marks except for the characters that must be escaped: quotation mark, reverse solidus, and the control characters (U+0000 through U+001F).
Any character may be escaped.
Escaping everything inflates the size of the data (all code points can be represented in four or fewer bytes in all Unicode transformation formats; whereas encoding them all makes them six or twelve bytes).
It is more likely that you have a text transcoding bug somewhere in your code and escaping everything in the ASCII subset masks the problem. It is a requirement of the JSON spec that all data use a Unicode encoding.