I was having the exact same problem and it was driving me nuts. Here is what I did to correct it, hopefully it will work for you too:
1.) While in cmd.exe, run the powershell command.
2.) While at the powershell prompt in cmd.exe, go to the settings and change the font to Lucida Console.
3.) Exit the powershell prompt and while still in cmd.exe go to the settings and change the font to Lucida Console.
4.) As an extra step for good measure I ran start powershell
from cmd.exe and changed the font there also.
5.) Smile now that my OCD is able to take a rest. Now when I go to start->run->cmd.exe and use the powershell command, it stays at Lucida Console.
I restarted the computer and reopened everything, and so far it seems to be sticking for me.
I hope that this helps you on your quest =)