What program version do you use?
SUpport of retina display is different with each program. InDesign supports retina beginning with CC 2013. Until CS6 you are out of luck.
I'm using CC 2014 release.
While some applications let you change the font size of the UI (notably Photoshop in Interface Preferences), others do not yet (like InDesign).
You'll need to make your request using this form for it to be seen by the product manager(s):
Make a good case because there are hundreds (thousands?) of things people request InDesign to do.
Thank you for your help, I have sent a request to Adobe. There seems to be a lot of designers struggling with this issue so hopefully they will address this at some point.