yeah, consistency is very important in design. imagine sending your boss PSD or HTML files but their machines don't have fonts you use in your design.
But yeah, agree with your overall point, PDF is currently the easiest, most well-supported way of sending stuff that doesn't fudge around with the design. What you send someone is almost guaranteed to be what they see, unless they use some weird PDF reader.
How often do people embed fonts in the html via a font-face + base64 ttf or woff data-uri?