LaTeX-like font for the other documents

I've seen that happen before to a workmate. Removing the font and re-installing solved the issue. If you need assistance removing fonts from OSX and reinstalling follow this link

EDIT:

To clear the current user’s font cache, first quit all running applications (otherwise, you may see font oddities after using the command), then open Terminal (in Applications -> Utilities) and run this command:

atsutil databases -removeUser

If you want to remove the font cache for all users, use this command, and provide your admin password when asked:

sudo atsutil databases -remove

Once you’ve cleared the caches, you should stop and restart the ATS server with these commands:

$ atsutil server -shutdown

$ atsutil server -ping

It will take a second or two for the server to restart, but when it does, you should be good to go. If anything still looks odd, a logout and login should take care of any lingering issues.

credit: http://www.macworld.com/article/1139383/fontcacheclear.html

Now I find the answer, thanks all for helping. I will not accept my own answer in a week to see if anyone can post a better answer.

The problem lies in the code page. I set my default display language for Windows 10 to be Simplified Chinese, with GBK code page (936). So, in cmd windows, the system intends to show all the information in Chinese. Actually, we see that in the first images I posted in the question, the beginning lines of help information are shown in Chinese.

To show something in Chinese, you have to find a proper font to provide the hinting information for Chinese characters. Apparently, Windows checks all fonts beforehand to see its support to current code page characters. When it sees that the set font has no Chinese support, it will abandon this font and falls back to the default font. Also, it will get rid of this font from the font setting list in the Default panel. Yahei Consolas Hybrid supports both English and Chinese, so it can be shown in the list in Default and Properties settings. Monaco and Dejavu, however, disappeared from the Default panel, but remain in the Properties panel.

Why does it not clear the Properties font list, too? Because as the comments say, "Properties" applies to the current cmd windows/session, while "Default" settings controls all the subsequent cmd sessions, e.g., more global. It ensures that if the user changes the code page in the run-time, it has not to do the font list checking again for Properties, and the user can change font directly. That's exactly what happens in my case. I must say that Windows has done much background work here.

You can see in the following screenshot that I changed the code page with chcp 1252 and the font change takes effect immediately. It's Monaco now.

So, the question turns to: "How to change the code page upon starting a cmd window?" And I found a very useful question:

Change default code page of Windows console to UTF-8

And I simplify the change to:

1. Create a .reg file, name it as you wish.
2. Copy these lines into the file and save.

Just type:

Windows Registry Editor Version 5.00

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Command Processor]
"Autorun"="chcp 1252>>nul"

1252 can be other values. >>nul is to avoid printing

Active code page: 1252

every time you launch cmd.

3. Run the file to import the settings.
4. Run cmd. Now you can set your font easily in Properties. (I note that if you run from a link in desktop, the font is Simsun, but if you run from anchor in the task bar, it's Yahei Consolas Hybrid. I don't know why. But you can just change the font.

Set the default font in Default doesn't work for subsequent sessions of cmd, though. It still falls to Simsun, so I cannot achieve "Open cmd and with Monaco font". I think it is because Windows checks current language code page with fonts, not the "autorun" code page with fonts., so changing the default language can be working but that's not what I want. I am still with this topic.