No, this is not possible. In the Moodle Quiz activity, the "answers" of matching questions (the items on the right) are displayed in drop-down lists. You can not format drop-down lists items, this is a limitation of drop-down lists in HTML, nothing to do with Moodle itself.
If you absolutely need to format the "answers" of a matching activity, you might consider using the Hot Potatoes software. See the Hot Pot forum for more details.