Nice question, thanks.

Prior to answering I would have done something like

SELECT DISTINCT x AS 'Intersect Chars with BIGINT'

FROM #A

INNER JOIN #B on #b.M = #a.x

A quick execution plan shows that the INTERSECT is ever so marginally more efficient too (in this case anyway), primarily because the Nested Loop step is a Left Semi Join, where the INNER JOIN has a slightly higher nested loop step cost.

Every day's a school day!