It seems to me that downloading a subset of a typeface from a webpage would be less practical than downloading an entire collection from a torrent.

Concerning the service itself: according to their product page, H&FJ requires you to include a remote stylesheet rather than javascript. I would say this is the "minimum viable evil" if you are striving to centralize distribution of your webfonts; while annoying, there are some advantages for the user (in this case, free Akamai).

Edit: I just checked a couple of torrent search engines and, apparently, there are not many up-to-date torrents for H&FJ typefaces. In hindsight, I suppose that the population of individuals who are likely to share files illegally and that of professional/dedicated designers have very little overlap.