is it a big deal?
well, if one is a stickler for details, then yes it is.
it would be like if the official Spider-Man movie poster said Spider Man or Spiderman on it. The lack of the hyphen would make it a misspelling, since Spider-Man is the correct spelling.
so, if Kal-El is the official, correct spelling of the character's name, then anything without that hyphen is technically a misspelling.
now, personally, I didn't even realize there was a hyphen in Kal-El's name. I honestly never gave it much thought until I looked it up today to see what the official spelling was to compare to that game image.
I've probably just used Kal El or Jor El when talking about the characters here. but then, I'm not working on a big budget video game.