Unicode has no bold or italic for most non-Latin scripts, so these generators decorate the name with frames and symbols while leaving every letter untouched and readable.
Latin letters have complete styled alphabets in Unicode, so a name like Sofia can become 𝒮ℴ𝒻𝒾𝒶. Most other scripts have no such variants. For those, the safe and readable approach is a decoration frame: the name stays exactly as written, and symbols around it carry the style. That is why every language page leads with frame styles like ꧁Name꧂ and 【Name】.