Do I need to escape backslashes in PHP?

In single quoted strings, it's optional to escape the backslash, the only exception is when it's before a single quote or a backslash (because \' and \\ are escape sequences).

This is common when writing regular expressions, because they tend to contain backslashes. It's easier to read preg_replace('/\w\b/', ' ', $str) than /\\w\\b/.

See the manual.

In single quoted strings only the escape sequences \\ and \' are recognized; any other occurrence of \ is interpreted as a plain character.

So since \M and \U are no valid escape sequences, they are interpreted as they are.