The order of precedence for set operations seems to differ between implementations. I can not find a defined order in the SQL Standard either. I have looked at INTERSECT in MariaDB 10.3 and compared to Oracle 11 and SQL Server 12.0 and MariaDB aligns with SQL Server, in which case INTERSECT has higher precedence whereas Oracle tends to give bUNION and INTERSECT the same precedence. The result is that the same query with the same data in Oracle and MariaDB will give different results, whereas SQL Server will work the same way as MariaDB. This behavior is not affected by sql_mode=Oracle, which is a shame.
To reproduce, first Oracle:
And SQL Server:
This is not necessary a bug, but at least it should be documented and possibly a warning issues, as could be hard to detect in a migration from Oracle and cause wrong data to be processed in the application.
The workaround for the above, to be able to write SQL that works in MariaDB as well as in other databases is to explicit order of evaluation using parentheses, but MariaDB doesn't support this. See MDEV-13692.