I had this problem when putting Into Sans as my font until I realized that I needed to install a separate package on my distro for the emoji set for that font. I'm guessing that this setting just doesn't allow fallback to another font if the one that you selected doesn't have emojis in it, which sort of makes sense but realistically is bad UX; there should be a way to say "use my preferred font whenever possible" without saying "just give up if my preferred font doesn't support a given character". I guess the implementation might be tricky due to the fact that whether a given substring even renders as a single character or not (I might be using the word "character" incorrectly here; I know there's a lot of vernacular here).