If done correctly, removal of embedded fonts is not that difficult and is, as theducks already specified, a three-step.
1. removal of the fonts in the ePUB (with Sigil this is in the Fonts folder)
2. Removal of all @font-face references in the stylesheets (could be internal stylesheet, that means in the XHTML files!)
3. Remove references in styles (search for font-family).
If this does not work, there might be interal stylesheets. If you see a lot of @font-face in the XHTML documents, the source is probably a Word document which has not been cleaned up sufficiently. That is a lot more work.
Embedded fonts have their uses. The fonts on the reader usually don't contain a full character set. That means that not every character can be displayed. An embedded font can help there. Also, for certain headers, notes, signs and so on it can have added value.
A base font is usually not that useful, unless it is about the characters mentioned earlier.
Font-embedding on the Sony's can be done in two ways. One way is embedding the font in the ePUB and that will, if done correctly, work on almost all readers. The other method is by placing fonts on the reader in a specified directory and make a change in the stylesheet pointing to those fonts. These ePUB's will only work on that reader without issues.