Never seen before that url bar would change its font, but if you go to the following link in Chrome, you would see that “New Features” is written in different font:

Copying url into text file reveals some magic symbols:
Can anyone explain why it changes font and what else can I do with this technique (can I make red bold letters)?
That’s a full-width colon character. The only difference should be that it takes more horizontal space; it’s not supposed to affect the font and it doesn’t do so for me. However, because it’s missing from many fonts, some operating systems might switch to a different font or rendering mode in order to display that character, and may continue to apply this change to subsequent text.
I’ve noticed this before in instant messaging. I’ll copy some Chinese characters into my message, and the rest of it will be displayed differently. It’s the same effect and I’d consider this to be a bug in the the operating system/font routines. It’s probably not been deliberately programmed.