Formatted popup menu items

I created a popup menu control on a panel in Igor. I tried to add formatting like subscripts, font specifications, etc. to the menu item strings. At first glance, it seemed like the formatting was properly reflected in the popup menu. However, when I click to open the menu list, the formatting is not applied to the actual menu items.

Is there a way to improve this so formatting displays properly in the menu list? Or should I give up trying to style the menu item strings?

I created the popup menu with a command like this:
 

PopupMenu PM_selectParams2 value="\F'Times New Roman'I\Bx\M;I\By\M\Bx\M\By\M;θ;ε;φ\BL\M;S\B1\M;S\B2\M;S\B3\M"

I would appreciate any advice on getting text formatting to work for popup menu items in Igor.

Popup Control Settings Screen Opening the resulting pop-up menu

Take a look at the help for this by executing

DisplayHelpTopic "Special Characters in Menu Item Strings"

TLDR; annotation text styles are not used in menus.