I've seen that the Gnome Tweak Tool is not having any effect on the desktop fonts. And the only way to do it is
gsettings set org.gnome.nautilus.desktop font 'Ubuntu 10'
which I read here How to change desktop font and font size
Why is this happening? Is it a bug ?
Reading @Pisu's comment on the linked answer (for 11.10), it looks like you need to have the package
gnome-shell
installed for this to take effect. You can still use Unity, just grab the additional packages from the Software Center.