They still get a request with a Referrer header.

But only when the resource isn't cached, so it's not like they're getting notified anytime anyone opens any webpage. But they do get a heuristic measure of how much traffic is going to any webpage that loads a font from google.

You don't need cookies to track user activity across the web. If Google is using Etags for example for handling the caching of their web fonts, and if the user doesn't have the referer headers disabled, then Google can see who is visiting which page and when. There are other ways to achieve this too