It depends on the cache control headers sent by the original asset. If you want to make sure you don't hit the CDN, install the Decentraleyes browser extension.
At the time I was there, we aggressively set the cache control headers to minimize the number of requests. Among other things, the font binaries were all versioned and served so each URL was immutable forever. (There's some subtlety around this, it's a 2 stage process with CSS first then the font binaries, and the CSS was generally served with 24 hour expiration).
One motivation was sharing the cache among all sites that linked the fonts, which at the time I think was a big win, but as has been mentioned elsewhere, this is going away.
