I find it really strange where some privacy debates have gone wrong, and this is a perfect example. It's basically a form of "don't trust them, better trust us, also we're in a country with better privacy laws". Which is an imperfect solution at best, and given that I have no idea who bunny.net is it's a questionable one at best. If you embed a font hosted somewhere else you expose some of your user data to them. Now…
Yes, just serving up your own fonts is better, but this is an improvement that seems to work with only a minor change.