I submitted same idea here Pivot Table Styling affect Pivot meta Column/Row Headings . I agree the headers take up too much space. You can change the font of the heading and content under appearance>presentation>styling and it doesn't change the font in the pivot column/row heading. It makes your pivot table look very out of balance.
New: The likes, views, and comments from duplicate ideas are added into the open, existing idea so we can understand the total demand for the enhancement.