I don't slant all the symbols, but I do usually slant the math operators for italics. The way I figure, if you don't want them slanted, it's easy enough to select the roman style of the same font. If slanted math operators is what you want, and the font doesn't have them, you're kind of screwed.
I see it this way: Being symbols, they only have one appearance. Italicize them would be like slanting a logo. Now why would you do that? This applies to trademark, copyright, degree, registered, etc. - aswell.
Funny thing is, I vary the weight and style of these things to match the host typeface—but not their slope.
So, it is not that they have only one appearance, I think. Something more subtle/complex.
As I am completing designs and trying to finalize them to hopefully launch my foundry, this question popped up once again and I keep getting back to this topic. Making the premise I am working on historical revivals, I see @Nina Stössinger's point but I believe the strongest point has been expressed by @John Hudson here:
It derives ultimately from the typography of mathematics, to which you refer, in which operators and other symbols have normative forms that are not subject to styling of weight or slant, and in which, conversely, stylings of weight and slant of alphanumeric characters have semantic connotations.
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So, it is not that they have only one appearance, I think. Something more subtle/complex.
Making the premise I am working on historical revivals, I see @Nina Stössinger's point but I believe the strongest point has been expressed by @John Hudson here: