The first pair is separated by a thin space (U+200B), the second is pure. Both should render identically.
All listed fonts offer a native U+200B, except the ›Vista Fonts‹ Calibri, Candara, Cambria, Consolas, Constantia and Corbel.

Font H​B HB
(none) H​B HB
Adobe Jenson Pro H​B HB
Antique Olive Std H​B HB
Arial Unicode MS H​B HB
Arno Pro H​B HB
Calibri H​B HB
Candara H​B HB
Cambria H​B HB
Consolas H​B HB
Constantia H​B HB
Corbel H​B HB
DejaVu Sans H​B HB
Futura H​B HB
Gentium H​B HB
Linux Libertine H​B HB
Lucida Sans Unicode H​B HB
Segoe UI H​B HB