It looks to me like none of the Text Rendering settings (In the system properties) carry over to runtime. You've just found a bug, you should report it to the tracker.
And here is another question. What happens if the player has not the font installed I use? Does Construct export the font with the exe?
It does not. If you notice, there is a Font folder in your project tree. This is meant to hold any fonts you wish to include in your game. Unfortunately the feature is not yet complete, that folder is just a placeholder.
If you want to include a font with your game you could make your own installer. But the problem is that for the font to show up in the game after you install, you have to restart Windows. You can't just play the game immediately after or Windows won't know which font to use and so it will default to Ariel. Annoying, I know! But hey, Construct isn't finished yet
There is a very good SpriteFont plugin that lucid created which allows you to use any bitmap font you like. Bitmapped fonts generally look better in games than regular fonts anyway. Here's a link to the thread:
It takes a little bit of work setting it up but you will have a better looking game in the end. Oh, and apparently there is also a font splitter app that Arima made so setting things up is a bit easier:
Anyway, good luck