Hi Ewa,
Thanks for posting in the community, I’m glad to offer help.
According to your description, we indeed can’t add subscript or superscript in the axis’ name by a conventional way.
However, we use the corresponding Unicode characters to instead of applying font format, here are some common subscript/superscript Unicode characters that you can copy to use in your data directly: ⁰¹²³⁴⁵⁶⁷⁸⁹₀₁₂₃₄₅₆₇₈₉
For more Unicode characters, you can refer to Unicode Character Table (starting from U+2070)
Meanwhile, you can post an idea in UserVoice, it is the best way to let the related hear your needs, anyone’s suggestion could have a chance to be adopted by Microsoft.
Hope the above information can help you, please feel free to post back if it works for you or you have other concerns.
Best Regards,
Arck