I suspect that it's showing on your site as a pulldown menu because it only has two entries. But the answer is the same.
These entities are considered by those who wrote the original CSS standards to be part of the browser interface rather than part of the page the browser is displaying, and as such how they are rendered is left up to the browser writers. Although some aspects, such as background colors, can be adjusted via the stylesheet, the results are notoriously variable from browser-to-browser, and in the case of that arrow, I know of no way of changing it for any browser.