I am a typography nerd but let's be real here: web fonts are not so important that you should trade away your visitors' privacy. A CSS system fonts approach [0] is not only great for user privacy but results in better performance, security and more consistent GUIs.
[0] See https://flaviocopes.com/css-system-fonts/#popular-websites-u... . In the future, web devs might reliably use "font-family: system-ui;"