Just an update for anyone following here:
I just submitted a PR to implement Google-Fonts in Gutenberg: https://github.com/WordPress/gutenberg/pull/39350

This PR adds a new provider which acts as a proxy for local fonts. This way, if a google-font is defined, it gets downloaded on the server and is used locally, solving all GDPR-related issues that have recently come up with Google-Fonts.
It will allow themes to use webfonts without having to bundle them in the theme's package, improves performance by hosting everything on the same server and reducing the amount of 3rd-party fetches/handshakes on the browser, and improves privacy for those that need to use gfonts ;)

For better or worse I don't expect it will be merged, but it will be enough to start a discussion and eventually find a solution to all the issues that come with the use of 3rd-party webfont providers.