Another way to set the font is to right click and choose "Customize..." from the popup menu ...
John_Powell_JMP_0-1627390376137.png
... then click on "Means add ... Deviations", then click on "Font..." and choose the size you would like to use.
John_Powell_JMP_1-1627390626537.png
Unlike a preference change, this will only affect the current graph.
~John