There's nothing uncommon about apps not embedding fonts. Actually, very few apps do. I could easily list a dozen apps I've used in prepress and at home that don't embed fonts. They're intended to be sent separately. Let's see…
Word
Pages
PowerPoint
Keynote
Excel
Numbers
InDesign
Quark XPress
Photoshop
Illustrator
Freehand
Muse
and hundreds, or thousands more.
Here's the reason. It's usually illegal. Fonts are copyrighted. Or at least, most of the good ones are. They typically carry licenses that don't allow you to freely send them off to other users who don't already own the font. The maker of a font wants to get paid by each person who uses it for the same reason each person buys their own legal copy of Word, or any other commercial software title.
Fonts licenses are usually broken down as:
1) Free. Distribute at will.
2) Can be used only by the person who purchased it. For such a font, the printer has to purchase their own copy of the fonts you used to legally reproduce the printed piece.
3) Same as number 2, but you cannot use it in a commercially printed project, or on the web. Personal output on a local printer only. For commercial purposes, you have to pay a much larger commercial license fee.
4) Okay to distribute for free, but only as an embedded, subset font. This is how Preview and Acrobat operate, and which is why so many fonts can be sent anywhere without the end user having them. First off, they're embedded. So you can't use them for any ol' project of your own to start with. Two, subset means only the characters of a given font used in the PDF are saved as part of the embedded font. All unused glyphs are stripped out. So they're all incomplete font sets.