I have Bookman Old Style on my system, and it displays the NB hyphen correctly in Firefox, so it appears that there is some kind of issue there. We'll see what happens with Qt 4.7.
Thanks to all for your help!
P.S. to Valloric: Quite a while back, I filed an (ultimately rejected) issue about the handling of non-breaking spaces in the TOC. The use of the Title attribute in the headers now lets me deal with that nicely, along with some other useful capabilities. And so, a double thanks!