Yes, unfortunately that will only work at the console.
The reason is, when you print to a console the OS handles that, and it has all the fonts it needs for unicode.
FB's graphics just have a simple table for the plain ASCII set, in order to support all possible character sets, it would mean increasing the size of the graphics library by a huge amount, and i don't think there would be a way to selectively choose which sets to include, so executable sizes would be a lot bigger.
You could consider using Draw String with a custom font image in order to print the characters you want, that's the only way around it I can think of.