In our Magento 2.2.9 shop when updating a products url_key it has been transliterated automatically to remove spaces, umlauts, etc.. We now updated to 2.3.3 and this behavior stopped working.
I checked with vanilla 2.2.9 and 2.3.3 instances and when updating a url_key for a product it is not transliterated. So it seems this has never been a feature of Magento but we do not recall implementing such a feature.
I do know Magento transliterates the url_key when generating it based on the product name but has it ever been (or is) a feature of Magento that the url_key is always transliterated e.g. when updating or saving it manually?