This happens in matplotlib 2.0b1. Here's an example that triggers this behavior:

https://gist.github.com/ngoldbaum/67cf464cc1e2763f95808759423943d9

And this is what the resulting image looks like:

Here's what the image produced by the exact same script run under matplotlib 1.5.1 looks like:

Note how in matplotlib 1.5.1 the y axis label is drawn using the font I specify in the script (stixgeneral). Under matplotlib 2.0b1, the font is unconditionally set to the default matplotlib font no matter what I do.

This underlying issue is currently causing some labels in yt plots to be rendered with the incorrect font under matplotlib 2.0b1.