The fonts link are not stored in the xml export file.
Therefore, we will not have links in importing data.
<wp:term>
<wp:term_id><![CDATA[1]]></wp:term_id>
<wp:term_taxonomy><![CDATA[bsf_custom_fonts]]></wp:term_taxonomy>
<wp:term_slug><![CDATA[noto-sans]]></wp:term_slug>
<wp:term_parent><![CDATA[]]></wp:term_parent>
<wp:term_name><![CDATA[Noto Sans]]></wp:term_name>
</wp:term>
The fonts link are not stored in the xml export file.
Therefore, we will not have links in importing data.
Ref - https://wordpress.org/support/topic/its-a-good-plug-but/