What Chemistry version are you using?
I just tested with both the DITA Map PDF - based on HTML5 & CSS scenario from oXygen XML Editor v21 and from command line, using the latest chemistry engine available on our website (v21) and the
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<span class="ph uicontrol">⌥ option</span> key
line rendered the "⌥" symbol without problems.
This seems related to missing fonts from your own system.
In your PDF reader application, you should check the document properties and see which fonts are used in the PDF.
For example, in Acrobat Reader, you could right-click somewhere in the PDF document > Document Properties > Fonts tab.
I noticed that in the resulted PDF one of the default fonts used is "ArialUnicodeMS (Embedded Subset)". This seems to be the default font that renders the symbol correctly.
A solution could be to install that font, in case you do not have it yet, and use it in a customization CSS that you pass to the transformation as a parameter.