Unions vs Union All

Unions return unique values - even from seperate selects

SELECT     num

FROM         (SELECT     0 AS num

                       UNION ALL

                       SELECT     0 AS Num

                       UNION ALL

                       SELECT     5 AS Num) AS a

UNION

SELECT     num

FROM         (SELECT     0 AS num

                       UNION ALL

                       SELECT     0 AS Num

                       UNION ALL

                       SELECT     5 AS Num) AS b

 returns 0,5
union all doesn't remove doubles in seperate selects  and returns
0
0
5
0
0
5