Thank you WobertC for the information and advise. It's clear to me now that there is an inharent problem in Lightroom using the Watermark Editor which cann't be used as it supposed to.
As I instaled Windows 10 just resently and I haven't got any such phenomenon when I used Watermark Editor with Windows 7, I supose that this font problem ocures when used with Window 10. (I have no problem with with transfering regular to italic fonts when using Word by Windows 10).
I wonder if ther is a way to address this problem to Adobe Lightromm to be fixed (hopefully...) on the next Lightroom edition.