In the latest release of pro this was included as a feature. I wasn’t sure where I could find the details on this and how to use it. Is it by default? or something we need to enable?
If you use your font with a different weight it will auto load the weight through Google fonts. This is more if you are using inherit with non default weights, loading content through AJAX that will contain a weight that is not on the page, or if you just want to load every single font weight. You probably don’t the filter enabled. Relevant thread.