Windows has font substitution logic - if you try to render a character which isn't in the currently selected font, Windows would quietly pull a glyph from another font where a glyph for that character is present.
Imagine the current font is, for example, a serif one. When picking the source for substitution, will Windows prefer serif fonts to sans-serif ones and vice versa?
As far as I know Windows uses the PANOSE values of a font to find a suitable replacement. Those values categorise the font into descriptive values, and there are in fact multiple values to describe the serif style. The problem is, that only font with PANOSE values can be replaced by fonts with PANOSE values. So if the font you’re using doesn’t have PANOSE values, Windows can’t find a replacement. Also, if it does and there are no fonts with fitting PANOSE values in your collection, you will get bad substitutions. However, the PANOSE system was established for font replacement for PostScript printers. I’m not sure how other people do it but I don’t provide all the information to the PANOSE values in fonts I produce (unless its explicitly asked). I stick to familytype, weight and letterform (though I use this only to decide between upright or italic).