And that's just the tip of the iceberg...
"grant to any third party any intellectual property or other proprietary rights;"
If I've used this on a web page, a third-party has the rights to view and make local cached copies of the web page.
"disclose or make any source code or any part or derivative work thereof available to third parties under any circumstances;"
If I put this into a document, printed it, and handed it to my mom, I've just made a derivative work available to third-parties (and yes, the compiled font is a derivative of the source code, if you parse the 'therefore' that way).
... and so on.
I'm giving intentionally absurd examples, but legal language like this is just absurdly poorly-written and stupid. Whatever you want legal language to say, you want it to be clear and unambiguous. That protects everyone involved; there are clear limits, and nothing for courts to argue about. In this case, even the basic grammar is ambiguous (pronouns pointing into voids, chains of ambiguous and/or clauses, etc.)
Here's another gem:
"each copy shall bear an appropriate copyright notice in substantially the form of '© 2020 Goldman Sachs & Co. LLC. All rights reserved.' and a copy of this License" -- well which is it: Are all rights reserved, or do I have additional rights as defined by this license?
Virtually /any/ use of this font falls into a legal gray zone, and so creates a massive liability for everyone involved in using this, ironically including Goldman Sachs itself. Many clauses are bad enough a judge would just toss them out, and that leaves a legal document that looks a lot like Swiss cheese.
Most first-year law students would be embarrassed to draft legal text like this, and most lawyers would be concerned about legal malpractice if they let a document like this slip out.
That's just in the legal language is written. One level up, we run into fundamental misconceptions of how open source works, of how copyright works, as well as a slew of missing standard license boilerplate.
And on top of that, we have the basic strategic issue: Except for exceptional cases, it makes sense to use an existing, vetted license; it's usually stupid to draft your own unless there's a darned good reason (and in that case, you'd better find a qualified lawyer). Even if you do draft your own, you should start with an existing, vetted license, and modify the parts which don't fit, and find a competent lawyer to do it.
I've met elementary school students who wrote better legal language than this. This makes Goldman look incompetent. It's not a good look for an investment bank.