Substituting font .. - when should it appear?

I got the message

Substituting font "Frutiger Light" by font "simplex.shx"

I know what it means and in AutoCAD it is usual that it appears every time when a drawing is opened or inserted. Now I opened it some times - the message appeared only once and then no more, also in "style" the fonts are displayed in red and with replaced font. What is the idea behind the (non-)appearance of this message?

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