Setting File > Preferences > Save > Save All Graphic Attributes should help.
That was the first thing I checked when I noticed this problem. It's already checked, and always has been.
I can't reproduce this using VX.1.1, what version are you using? I don't have either of the options to Save or Discard graphical attributes. Are you saving as High Precision or backward compatible? Is the font mapped?
We are using version 7.9.4, and I am at update 43. We'd like to move to Vx, but we have a lot of automation tools, and our guy that does all of that is having difficulty getting all that working under Vx. Right now he just doesn't have time to deal with it, because our work load, so we're stuck at 7.9.4 for a while longer. We use High Precision for our symbols. I don't believe the font is mapped, we are using the San Serif that is available straight from Symbol Editor.
I think this problem is related to the symbol pins somehow having more than one pin number property, because I found that if I select just the pin numbers, then delete them, then select the pins, and toggle pin number visibility, the pin number would them come back at the proper font. I'm still struggling with it though, because sometimes after I've done this, saved the symbol, close and re-open, it doesn't always "stick", the symbol will regress back to what it looked like when I first opened it. It looks like if I go through the exercise enough times, I can eventually get the thing to stay the way I want it. Very frustrating! I was hoping this was something that had been seen before, and had a simple fix, but I guess not. I'll just keep trying until I get all the symbols fixed. At this point, it doesn't look like I saved much time using IODesigner to generate these generic symbols.