I think Sue hit the nail on the head.  If you look at https://docs.microsoft.com/en-us/sql/relational-databases/system-stored-procedures/sp-send-dbmail-transact-sql, you'll see that the @recipients parameter is definitely a varchar.  There are other parameters that are nvarchar and I can tell you from experience that they do work properly.  Specifically, I've used subject and body in this procedure as Chinese and it works fine.  The recipients parameters, however, are varchar, so they wouldn't support Unicode characters.