This is really frustrating, if not surprising. Jest generally just works out of the box for me with Typescript (and ts-jest), including coverage, whereas the Mocha ecosystem tends to involve wrangling multiple packages with varying levels of Typescript compatibility. Jest has generally been slower to run, though, and I've noticed various problems over the years that aren't getting solved due to the lack of maintenance.
I think this is especially not okay with JavaScript, due to its numerous quirks and type finagling. Typescript, though, perhaps can get away without unit tests for simple stuff.
The ESM and other open issues they refer to are serious. Jest often doesn't work at all if you use packages with multiple entry points (like firebase), which is often seen as best practice - it's gotten to the point that people release third party loader packages to make jest work, like https://github.com/k-g-a/jest-node-exports-resolver
In practice the ESM support in Jest is blocked by a v8 dependency and not jest itself at this point. If you are able to nudge this issue that would be fantastic! https://github.com/nodejs/node/issues/37648
