I was wondering when someone might bring this up, since it's certainly something that stands out to me, and because of that I wouldn't have done it that way if the alternative were feasible without an unreasonable amount of work...
Notice that the world map uses the same font as the map itself, though in the case of the latter, glyphs are only for individual letters that represent robots (actually, you may not know this unless you play in ASCII mode). There are three fonts used in all, that map font, CP437 for art, and the text font. All but the last are static at a given size, which allows you to choose which text font you want fairly easily (a single list in the options), and means that I can focus font development efforts on the area that matters most: the bulk of the text (thus we have a huge range of text fonts to select from).
Unlike the text font, the map and world map grids are so-called "wide fonts," while text windows use narrow fonts, so the latter cannot be used for the map. Early attempts at designing the world map examined the possibility of using narrow fonts, but it didn't look very good.
Readability was not a huge concern for the world map because it only shows individual location names, rather than full sentences or blocks of text. Once you know the range of potential place names in the world, what you see on the map won't be all that surprising. There are a few other parts of the game that also use the map font as the text font on a wide-spaced grid (notice the intro, for one), but they're irrelevant from a usability perspective. The world map is really the only one that you might want to actually read occasionally, so I wish it wasn't like it is with regard to fonts, but the alternatives have their own issues.
That said, it's not impossible to offer font options there, just very problematic. New font bitmaps would have to be created to fit the wide format (time consuming!), and even then, due to how font sets work the option would not be toggleable separately from the text font--it would still be entirely controlled via a single setting in the options menu. (Of course the grid size could be reduced to use the text fonts directly, but the map is way too small then, which is why it wasn't done that way in the first place. It's nice to have the map be a little larger and thicker.)
Haha, that was kinda long... Basically, the answer is: I've considered it before and if I had unlimited time, yeah I'd love to do it, but the benefit-to-work ratio is unfortunately far too low.
