I would say so. Just like GTK is native on GNOME but definitely not on Windows. "native" (to me) really just means whatever the system is designed for.
The Unicode arrow looks smaller and is positioned lower, while the ligature has the same size as -> with the dash extended into the 'arrow'. Not that I use this frequently.
Maybe we should also consider using / making a progressive enhancement image format. FLIF for example can be downloaded partially to get part of the fidelity. (Which, unlike other interlacing, increases ~linearly with size.) https://flif.info/