If I have an ordinary gnuplot script file that contains, say, the line:
set xlabel "β(°)"
Then, when executed, gnuplot does the expected and labels the x axis with the text "β(°)".
If I put exactly the same text into a cell that is run with the gnuplot jupyter kernel, then both of the non-ASCII characters appear in the label as garbled.
The same failure is apparent in titles.