There are numerous examples of the so-called ``square root phenomenon'' in the field of parameterized algorithms: many of the most fundamental graph problems, parameterized by some natural parameter $k$, become significantly simpler when restricted to planar graphs and in particular the best possible running time is exponential in $O(\sqrt{k})$ instead of $O(k)$ (modulo standard complexity assumptions). We consider a classic optimization problem Subset Traveling Salesman, where we are asked to visit all the terminals $T$ by a minimum-weight closed walk. We investigate the parameterized complexity of this problem in planar graphs, where the number $k=|T|$ of terminals is regarded as the parameter. We show that Subset TSP can be solved in time $2^{O(\sqrt{k}\log k)}\cdot n^{O(1)}$ even on edge-weighted directed planar graphs. This improves upon the algorithm of Klein and Marx [SODA 2014] with the same running time that worked only on undirected planar graphs with polynomially large integer weights.