Quite right!
I kept thinking this had been corrected - you can see how I feel about this - in the 7.5 beta (at least the second one). On trying it out - I had not tested this before - I see it has not been. I just reread the release notes for builds 742 and 741. They mention adding a Font selection button to the Formatting toolbar, and better handling of notes where the chosen font includes Unicode characters. These two entries are probably what I remembered (incorrectly). The formatting toolbar won't help you when you are editing notes; the notes are on a modal dialog, so the main menu and toolbars are disabled. I am assuming the notes font could be changed through the Configure Default Element Fonts button on the Tools | Options | Diagram | Appearance dialog, but this is an all-or-nothing setting.
Sigh...