The font family for the "zh_min_nan" sitelink seems not identical to what used by most of other languages that are written in Latin alphabet. And there is no reason to use a unique font for this language.
Perhaps the problem came from the usage of "zh-min-nan" as the lang attribute (lang="zh-min-nan") in the interwiki lists, change the attribute into "nan", or making the default font supports "zh-min-nan", would fix this problem.
Which browser and operating system do you see the discrepancy on? On my Windows 10 system I don't see a discrepancy using any common browser. The Min Nan site link is in the same font (Arial) as other language names.
For anyone unclear on what is being referred to here, see e.g. https://en.wiktionary.org/wiki/%E5%94%B8 - the interlanguage link "Bân-lâm-gú" is zh-min-nan aka nan.
Thanks for noticing me about the browser/operating system differences.
I am now using Mac OS 10.11.2. The problem exists within Chrome and Safari, and seems not appears in Firefox (it perhaps covered by font settings of the browser).
I can also reproduce this problem on an old Window XP computer.
The difference between the fonts might be too subtle to be noticed in most of computers. I saw the discrepancy because the "zh_min_nan" link are displayed with "single-story a" (while other languages are not) in my Chrome (Mac OS).
After ignoring it a few months I now figured it out.
That would be just my Chrome browser's issue, it choosed STHeiti/Heiti TC (which displays latin alphabets with 'single-story a' and couldn't correctly displays some diacritic marks) as its default sans-serif font for an HTML element that is assigned an attribute "lang='zh'", and apparently also uses the same setting for "lang='nan'".