I have tested this on Windows 7 with Geany 2.0 and most fonts show the described problem.
By just trying to switch the font, I found a few which do work: - Batang - BatangChe - DFKai-SB - Dotum There are probably more fonts which work, I gave up trying at that point.
This might be caused by a combination of Geany, GTK, Scintilla and Windows. I won't debug or fix this further due to my limited knowledge of all these components and in lack of the huge amount of time necessary.