Inlining styles is download of a couple files and then a couple lines of webpack config. Almost all the competitors either already support it when you include the download file in your assests or just tell you to make the changes to your webpack config (or eject and do it in the case of something like Create React App).

I guess the "innovation" here is that they also support the download step?

Either way, fonts are bulky binaries that don't gzip well but do cache well in browsers when combined with central CDNs so this seems an anti-feature for reasons other commenters point out. Most common fonts are going to be faster to paint from the cached CDN than letting it bloat your bundle sizes.