I have subscribed to extensions now and installed the component. It seems to work alright, no error messages. But the result is the same. Roboto font on the preview, but not on the live site. When I "clean" the fonts of the component and just use the Google fonts, roboto font is displayed on live site.
A little peculiar: a folder /media/com_jafont/fonts/google/roboto was created but there only is one roboto.css file in it, which is empty with 0 byte. There are no font files placed in the folder.
This is all on Joomla 4 with T4 Framework and Athena Template. I tried it as well on Joomla 3 with T3 Framework and Alumni Template. There, the exchange of Google fonts seem to work, I can see Roboto Font on the live site. However, the replaced fonts seem to have a litte less weight than the Google originals. The peculiar folder with just the empty CSS and no font files is there as well.