Hi,
if Reader says the font is not embedded, then because it's not embedded.
So on systems where the used font is not preset Reader then uses a surrogate font, which may not work well in every scenario.
If you have set your form properties to embed the font but it's won't be embedded anyway the used font very likely forbids embedding in documents.
A font generally has one of these rights:
Protected > The font cannot be embedded
Print/Preview > The font can be embedded to view or print a document
Editable > The font can be embedded to view, print or edit a document
Installable > The font can be embedded in a document and wil be installed permanent on the system when the document is opened
You should check the licence of your font to determine what is true for you.