Not strange per se, and normal for millions, but do non-Roman fonts work in PJ?

Yes!

If you would like to test it your fonts, feel free to use a language character generator like this: https://generator.lorem-ipsum.info/

The filesize of Cyrillic fonts are usually larger than Roman fonts, probably due to there being more chars. However Chinese fonts can be much larger >16 MB. Some Chinese fonts list 20,000 – 200,000 chars (imagine that keyboard!).