I tried to look into this once, and I _think_ Google's license for the free fonts, allows you to download all the font assets and serve them yourself if you want too. If you want to trade the convenience of google hosting for your own local hosting (or more likely your own CDN), to avoid tracking and have your own control of performance.

But I wasn't even completely sure I was reading Google's licenses right (and I don't have notes to track what docs I was looking at, sorry), and then other hosts like Adobe are another thing entirely.