The idea is that you take all the links to the different font types and put them directly in your local CSS. Your browser knows which formats it supports, if you have TTF and WOFF2 fonts linked, Chrome will only download the WOFF2 version. No need to send an extra 3rd party request just to get a piece of CSS that only links a single file type.
Well yes, of course you can do that. But at that point, why would you reference third-party font URLs, instead of self-hosting them? (The article pretty much begins by stating that this is the fastest option.)
If performance is your utmost priority, forego web fonts entirely. If you value performance but want the benefit of a web font, self-host your CSS and fonts. If the convenience of Google Fonts is appealing, the suggestions here can improve first-paint performance. Different projects will have different trade-offs.
