Create a routine snippet with display name Σ:

procedure Σ()
begin
end;

Select the snippet, do File | Save Annotated Source. In the dialogue box select RTF output and preview it. The procedure will be named S, not Σ.

Saving an viewing the file in Libre Office has the same result.

If, in the same dialogue box, you now preview the routine as HTML then Σ will be displayed.

It seems the code that is supposed to generate alternative Unicode destinations is not working as expected.