Embedded fonts are optional in wordprocessors, PDFs and ePubs (also Kindle AZW3). If the ereader, program or app has access to suitable fonts they can be used instead of the embedded font. The CSS in an epub can have a list of possibilities for a font. Also if there is no embedded font and no font on the device or system matches the CSS then there may be GUI option for the user to select a font.
If your ereader or computer normally displays Korean, then the files may work without embedded fonts.
Embedding a font is an option. It should always be done with a PDF unless that PDF is known to be only used on a system that already has the exact same fonts. But the only reason to make PDF from an epub is for printing on paper or publishing.
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all the fonts are rendered correctly in pdf format too, and still it's only 2MBs. Probably PDFs work differently and do not need embedded fonts and it just imitates all the contents(including how each letters are shaped) when converted from epub therefore no need for font files to be embedded?
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It just means that whatever you are viewing/reading on already has the Korean fonts. All PDFs, wordprocessors, ebooks either use system fonts or embedded fonts.
The only way a PDF can work without the fonts is if each page is an image of the original. That will save space for a small Asian document but not for a book.
Since you can read the PDF you have some suitable fonts on the system with the PDF viewer.
It makes no sense to convert a copyright epub to PDF except to read it on an eink that only does PDFs, like a reMarkable or Sony Digital Paper. All smart phones and tablets can have a good epub viewer. Almost all eReaders either do epub or a Kindle format far better than PDF.