Not undergraduates. The "student union" in this context is 100% a social entity.
Graduate students sometimes are part of unions, but usually only if they're also employed by the university (somebody paying full tuition for an MBA probably isn't in a union, but a doctoral student teaching or doing research might be).
Undergrads doing part-time work at the university to pay bills (dining hall, bookstore, etc) could be, in theory, but probably aren't.
Graduate students sometimes are part of unions, but usually only if they're also employed by the university (somebody paying full tuition for an MBA probably isn't in a union, but a doctoral student teaching or doing research might be).
Undergrads doing part-time work at the university to pay bills (dining hall, bookstore, etc) could be, in theory, but probably aren't.