Using a Google font causes the client to send a request to Google servers. The Google server then receives the client's IP address. Occasionally a judge will consider that a GDPR violation. [0] Sometimes using a CDN will also be considered a GDPR violation under the same logic. [1]
But it seems like it just depends on which judge you get. There are thousands of sites in Europe that use Cloudflare, Google Fonts and Shopify and only a few that have been fined because of it.
[0]: https://www.theregister.com/2022/01/31/website_fine_google_f...
[1]: https://lsww-de.translate.goog/shopify-illegal/?_x_tr_sl=de&...