Fixed in version 10.1.0
It looks like version 10 can't export to pdf correctly with square root.
For example:
Export["~/Downloads/11.pdf",
ListPlot[{1, 2, 3}, Frame -> True, Joined -> False,
FrameLabel -> {"\!\(\*SqrtBox[\(x\)]\)", "\!\(\*SqrtBox[\(y\)]\)"}]]
I get

with the square root sign on the vertical axis magically disappeared. Is this a bug or because some fonts missing on my computer?
Could you confirm this?
I'm using version 10.0.2 on OS X 10.10.1.