In reply to John Hendrickx.

(*ESC*) is not supported on the LABEL statement.

You can specify the label on the YAXIS statement: yaxis label ="(*ESC*){unicode '263A'x} height";

proc sgplot data=sashelp.class;
format sex $sexF.;
yaxis label ="(*ESC*){unicode '263A'x} height";
vbox height / category=sex;
run;