DOT/graphviz node labels not displaying HTML-like subscripts - graphviz

Graphviz's HTML-like labels documentation suggests I can have a node labeled Uₓ with this .dot file:
digraph G {
U [label=<U<SUB>X</SUB>>];
U->X
}
Unfortunately, the graph produced shows a node with UX instead of Uₓ:
Am I missing something to make the X in Uₓ subscript?
UPDATE: I'm outputting PNG images with dot mygraph.dot -Tpng -o mygraph.png and receive no warnings or errors. The version is:
$ dot -V
dot - graphviz version 2.40.1 (20161225.0304)
Installed with brew on macOS
UPDATE 2: I tried to output SVG with -Tsvg instead of PNG with -Tpng and I do get a subscript X, sort of. The font size of X is exactly the same as U, just shifted down a little. Why is this so bad?

I was not satisfied with my comment so I'll try to give a bit a better overview with what I see (so no answer, but just a summary).
For this overview I used the following input:
digraph G {
U [label=<U<sub>x</sub>>];
U->X
V [label=<U<SUB>x</SUB>>];
V->X
V1 [label=<Ux>];
V1->X
W [label=<U<sub>X</sub>>];
W->X
Y [label=<U<SUB>X</SUB>>];
Y->X
Y1 [label=<UX>];
Y1->X
}
and the following versions of dot:
Windows: dot - graphviz version 2.38.0 (20140413.2041)
Cygwin: dot - graphviz version 2.40.1 (20161225.0304)
The results are as follows:
Windows png:
Windows svg:
Cygwin png:
Cygwin svg:

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