Don't know what the problem on your machine is. Here, tested on WIN10
and Linux, the following looks good.
WIN and Linux with gnuplot 5.4.8
set term epscairo
set output 'mini.eps'
set xlabel "x"
set ylabel "{/:Italic {i \U+221A\U+03C4}}"
set arrow 1 from screen 0.0145,0.56 rto screen 0.0,0.025 nohead
plot x*sqrt(x) w p pt 7
set out
Jörg