Export to pdf: missing fonts

I mostly print my scores on A3 paper (two A4 pages side by side) in order to make it into a booklet using Affinity Publisher.
When I export a score to pdf and import that pdf in Affinity Publisher all the noteheads are missing and I get a warning that the MScore font is missing. I've found a workaround by exporting the pages to Scalable Vector Graphics (*svg), and importing those in Affinity Publisher, but still I'd like to import the pdf directly.
Is this a bug or am I missing something…
I'm on macOS Catalina Version 10.15.6