Ho it is:
When using any "sub-font" (as example: Arial Narrow) in a Dynamics CRM report the report viewer will show Times New Roman instead.
The only exception I found, was when I used different formats within the same text field (as example: the whole field formated with Arial Narow, one part of the text is red and the rest black)
In this case the font of this field is displayed correctly in the report viewer.

When exporting the Report to PDF or Microsoft Word the exported view is correctly formated as Arial Narrow.

How it should be:
The report viewer should show all fonts correctly, as they are configured in the report.