Source Code Pro seems to have that behaviour for the pipe charcter (it doesn't change between regular and italic)

It doesn't look like there's much of a consensus about whether the pipe (Vertical Line U+007C) should be vertical when in an italic font. Here's a few italic fonts showing |i|:

For drawing vertical lines (eg in boxes) it's usually better to use the Unicode Box Drawing characters (U+2500...) which are always vertical/horizontal, but of course not all fonts have them, and the fall back fonts sometimes introduce spacing issues...

Forward slashes and vertical lines usually look different in italic fonts:

but (in my opinion) italicized coding fonts are never going to be perfect in every situation.