Hello. I also occasionally come across such a message.
Once I tried to get rid of this message.
1) I checked errors and warnings in the 5th step - Analysis. Nothing came about fonts.
2) I exported the site to disk.
3) I looked in all CSS files for the font from the warning.
4) I opened each of the pages on the site for which a CSS file with this font was found.
5) Found an object with this font. Deleted the object and recreated it.
It took me about 40 minutes. I find it easier to ignore this message.