Earlier quoted context omitted.
Note that fonts from Google Fonts can be self-hosted which resolves that problem. It's a little bit more work to set up, but it does resolve this issue well, while also being slightly more efficient for the end-user (assuming that you've got a decent CDN setup).
no less efficient hosting yourself. cross-site resource caching has been unavailable in major browsers for a while - safari since 2013, chrome since 2020, firefox since 2021.
Theoretically, it should be more efficient hosting these things yourself - there are fewer origins to request, which means fewer lookups, fewer connections, etc.