In Morovia DataBar Fontware’s manual, it explains how to overcome the line gap issues in several programs, such as Microsoft Visio. It did not mention Adobe Illustrator, which alos has the same issue.
Adobe Illustrator does not present a menu item for you to adjust line height. That is at least what I found on my computer (Illustrator CS2). Instead, you have to press Ctrl+T to pop up the character palette, and make the line height the same as the font size you selected.
In the character palette, make sure that the line height is the same as the point size. The gap then disappears.
Conclusion - in Adobe illustrator you can adjust the line height. To do so, press CTRL+T to pop up character palette and change the line height to be the same as the font size.