How to get in Views RESTful API non latin's letters on fields?
The Drupal 8 Rest module relies on the Serialization module to create the JSON output. This module, in turn, is using the Serializer Symfony component, which outputs escaped characters by default (it is not passing the JSON_UNESCAPED_UNICODE constant to the json_encode call).

As far as I can see, the escaped UTF8 characters are fine (they are legal in JSON) and you should be able to parse it back to UTF8 from any REST client having a JSON decoder. They are just not very readable if you try to read the JSON directly.