Particle System renders empty mesh faces

I created a simple cylinder with top and bottom faces removed in Blender.
When I used it in Unity/Particle System/Renderer/Render mode: Mesh, it behaved strangely. Below are the demonstrations.

The yellow cylinder on the left is the one I used in Particle System. Unity renders the top face (and the bottom face) of the mesh, even though it doesn't have top and bottom faces.
On the right, the white cylinder is from the same mesh, but I add it straight to my scene after importing. It works perfectly.
So what is the problem with Particle System Mesh Renderer right there? Can anyone help me with this? Thanks.

 

I tried creating two other cylinders like that and adjusting UV many times, but they all got that same issue. I'm pretty sure I deleted the faces correctly because it's a simple cylider and I've done that many times before.
I used the same material for both of the cylinders in my Demonstrations though, and it is One sided.
This image below, I turn on Two sided in the material:
It's Two sided, it means both front face and back face are being seen. However the yellow cylinder doesn't have top face, so why are we seeing the face? This is confusing me because as you said it's indeed unusual.