I never quite understood the debate around fonts. You could use the CSS/Link import that Google provides, but that's never the optimal solution. Like you I always download the fonts and use them directly via @font-face.
The only advantage I see to using Google Fonts / some privacy respecting font service like this one, is when you are first prototyping an app and want to either test fonts, or want to move quickly and not worry about setting up fonts properly. We also used in a places like Storybook where having correctly set fonts is not as important.
But even if you did use it in prototyping, it's best practice to pull down those fonts and store them locally before going to production (at least in my mind).
Am I missing something?