Well, I researched that a bit and it appears it is not a problem in all Hebrew characters.
This happens only if the checkbox value contains also an Hebrew letter named "Nun" (Ascii value of 'Nun' is 144, and its HTML entity is נ
נ ; (I added a space before the last ; since if not it converted to the character and you won't see the entity pre-decoding)
The problem with "nun" character was once ago in WP 2.9 or 2.8 and it was fixed. Now I don't have any other problems with "num" in WP, only in CF7 inside a checkbox value, so it might be with the way CF7 formats the value of it.
Hope it will help plugin's developer to find the solution for this issue.