Hey, there is no option for this because it just takes the HTML of the caption and inside the HTML of the caption, the text format is already set. However, you could use custom CSS. Can you please Google how to use Google Chrome Web Inspector?
For example, in Chrome, you could right-click the lightbox caption and then click "Inspect"
Here you can see the CSS and CSS selectors that are used. Now you can write your own CSS to change the font family, font size, and more. Put it in Lay Options > Custom CSS and HTML.