short: xterm uses a single font (except for the special cases of double-width characters), while the other terminals use additional fonts (and they use those fonts for the characters not found in your requested font).
long: the character you are interested in is not part of the font, which appears to be something like fonts-hack-tty in Debian. The missing code is 0x2937, which you can see using xfd -fa hack is not supplied by the font (hint: the first on the page is 0x2987):
The short description of the font gives its intended use:
No frills. No gimmicks. Hack is hand groomed and optically balanced to be a workhorse face for code.
which (since "code" generally is the POSIX character set, plus whatever people think makes good comments) is likely to be small. This example has more non-POSIX characters than the usual. Starting with the ASCII+Latin1:
there are a few hundred glyphs in the font (another dozen screenshots would be needed to show these, though more than half show a small number of glyphs). The second page for instance is partly supported:
Prompted by a comment, I traced gnome-terminal to see that it loads these font files:
/usr/share/fonts/truetype/ttf-bitstream-vera/VeraMono.ttf
/usr/share/fonts/truetype/ttf-bitstream-vera/VeraMoBd.ttf
/usr/share/fonts/truetype/ttf-bitstream-vera/VeraSeBd.ttf
/usr/share/fonts/truetype/ttf-dejavu/DejaVuSansMono.ttf
/usr/share/fonts/truetype/ttf-dejavu/DejaVuSerif.ttf
and that 0x2937 is supplied by the last one. The actual details may differ on your configuration.