Ok, I know why it isn’t working.
@import will only work if it’s the first line in a CSS file. As the customizations are alphabetically ordered before being combined together, if you happen to name your font loading customization ‘Fonts’ it probably won’t be the first in the list which means @import ... will be halfway down your custom css file when it’s generated.
So as @Trash says, better to use link rather than @import.