In Unicode, what is visually a single 'character' / 'grapheme' is not necessarily a single Unicode code point. For example, different skin tones of face emoji can be created by combining a specific face emoji with
an emoji modifier sequence.
Similarly, what appears as a single flag emoji is actually the result of combining two 'regional indicator symbols', which together a two-letter country code, the official flag for which can then be rendered as a single character - as long as the software does so. If you go to
the Emojipedia page for flags, you'll see that the alt / hover / mouseover text for various flags says things like "The flag for Australia, which may show as the letters AU on some platforms". This was the outcome of the Unicode Consortium trying to get involved in various political debates about which flags "should" and/or "shouldn't" be included. (
More details on Wikipedia.)
Thus, the issue is that some of the software you're using doesn't 'know' that certain Unicode sequences need to be represented on-screen as a 'flag'.