Think again.
If you block tracking pixels you should also block the loading of external fonts. Extra bonus: fast loading pages.
Some CDN also exist for this reason.
It annoys the crap out of me because I'd love to disable fonts for the simple reason that having every page use its own font for text is distracting. I don't need my eyes to adjust to a new font for every page. I want to pick my favorite font and only ever see that one.
On a completely unrelated note, I'll never forgive Mozilla for removing support for gopher urls in the browser.
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The reason Google is hosting fonts is to make the web an attractive platform, so they can monetize you in other ways.