In addition to what you show, you should see a Segoe UI and Segoe UI Symbol Regular.
We can try doing it this way. If you look in the C:\Windows\winsxs folder you will see many folders labeled amd64 or something similar. Since I have an x64 system, I will use it to illustrate, but you can do a search for the segoeui to find similar files.
Go down the list to the "microsoft-windows-font-truetype" and look for the segoeui folder. Open that and you should see 7 .ttf files. If you right click each one, or select them all, you should be able to use the install option. I cannot try myself, so let us know. There may be other ways to restore fonts.
After you do that, right click the desktop and select Personalize. Then select the Windows Color option and Advanced Appearance settings... In the Item bar, select Message Box and look down to see if it shows Segoe UI size 9. If it does not, make note of what it does show the select the Segoe UI option. I hope this step will not be necessary, but you need to check.
I am pretty much guessing that this is the font involved, so not completely sure, but you need to restore it no matter what.