The fonts for graphs are type object and so they are handled differently than most other settings on graphs.
Below is a code snippet that shows how to get and set font information. You can make a project with any graph and run run this code to see labels, legend, and title font change.
You must add a new reference to get the StdFont type.
Select Edit > References from the menus
Select the "OLE Automation" reference. There might be more than one, if so choose the highest numbered one.
The picture below is before the code is run.
The picture below is after the code is run.