There are some reasons, e.g. using multiple web fonts can incur a significant performance cost; web fonts need to be loaded before text is rendered so that users can view content on a page.
However, the browser only becomes aware of web fonts after the HTML is loaded and the CSS files are parsed. This can take time and depending on design, there could be multiple web fonts that need to be loaded, which can delay your page load.
Using web fonts often requires multiple requests to function properly. This includes multiple font families with different weights depending on CSS attributes, styles, languages - all that can quickly add to the total size.
Depending on which web font you use, it may require validation of your licence to ensure you are authorised to use the font.
There is an additional performance overhead because they are typically downloaded from a third-party server. Connecting to a third-party server/domain is always costly, it involves new DNS lookups, SSL connection times, reliance on the third-party server performance, and potential bottlenecking if requests to a large number of separate third-party servers are required to load a page.