Thank you for the report.

Verified as described.

To repeat:

mysql> set global log_output='file';
Query OK, 0 rows affected (0.00 sec)

mysql> set global long_query_time=0;
Query OK, 0 rows affected (0.00 sec)

mysql> set global slow_query_log=1;
Query OK, 0 rows affected (0.00 sec)

mysql> select user, host from mysql.user where user in ('tasty-union','rough-union');
Empty set (0.00 sec)

mysql> \q
Bye

$ ~/src/percona-toolkit/bin/pt-query-digest --limit=100% var/mysqld.1/mysqld-slow.log 

# 160ms user time, 0 system time, 35.09M rss, 103.07M vsz
# Current date: Mon Dec 12 15:07:15 2016
# Hostname: Thinkie
# Files: var/mysqld.1/mysqld-slow.log
# Overall: 9 total, 6 unique, 0.19 QPS, 0.00x concurrency ________________
# Time range: 2016-12-12 15:04:57 to 15:05:44
# Attribute          total     min     max     avg     95%  stddev  median
# ============     ======= ======= ======= ======= ======= ======= =======
# Exec time          168ms    58us   166ms    19ms   163ms    51ms   316us
# Lock time          865us       0   217us    96us   214us    91us   103us
# Rows sent              7       0       6    0.78    5.75    1.79       0
# Rows examine          18       0       6       2    5.75    2.23       0
# Rows affecte           0       0       0       0       0       0       0
# Bytes sent           751       0     186   83.44  183.58   60.22  112.70
# Query size           352      10      77   39.11   76.28   27.55   26.08

# Profile
# Rank Query ID           Response time Calls R/Call V/M   Item
# ==== ================== ============= ===== ====== ===== ===============
#    1 0x35AAC71503957920  0.1663 98.9%     1 0.1663  0.00 FLUSH
#    2 0x351C5BE9210F20D3  0.0011  0.7%     3 0.0004  0.00 SELECT UNION mysql.user
#    3 0x5CBA2034458B5BC9  0.0003  0.2%     1 0.0003  0.00 SHOW DATABASES
#    4 0x132628303F99240D  0.0002  0.1%     1 0.0002  0.00 SHOW TABLES
#    5 0xE3A3649C5FAC418D  0.0001  0.1%     1 0.0001  0.00 SELECT
#    6 0xAA353644DE4C4CB4  0.0001  0.1%     2 0.0001  0.00 ADMIN QUIT
...
# Query 2: 0.07 QPS, 0.00x concurrency, ID 0x351C5BE9210F20D3 at byte 2294
# Scores: V/M = 0.00
# Time range: 2016-12-12 15:04:58 to 15:05:43
# Attribute    pct   total     min     max     avg     95%  stddev  median
# ============ === ======= ======= ======= ======= ======= ======= =======
# Count         33       3
# Exec time      0     1ms   359us   370us   366us   366us     5us   366us
# Lock time     73   640us   209us   217us   213us   214us     4us   204us
# Rows sent      0       0       0       0       0       0       0       0
# Rows examine  66      12       4       4       4       4       0       4
# Rows affecte   0       0       0       0       0       0       0       0
# Bytes sent    46     351     117     117     117     117       0     117
# Query size    65     231      77      77      77      77       0      77
# String:
# Databases    test
# Hosts        localhost
# Last errno   0
# Users        root
# Query_time distribution
#   1us
#  10us
# 100us  ################################################################
#   1ms
#  10ms
# 100ms
#    1s
#  10s+
# Tables
#    SHOW TABLE STATUS FROM `mysql` LIKE 'user'\G
#    SHOW CREATE TABLE `mysql`.`user`\G
# EXPLAIN /*!50100 PARTITIONS*/
select user, host from mysql.user where user in ('tasty-union','rough-union')\G