Setting the document font this way works for ConTeXt, LaTeX, and HTML output. The fonts used in docx or odt output must be controlled with the reference document instead. The default LaTeX engine is pdflatex, which only supports TeX’s own font format and cannot use the TrueType or OpenType fonts installed on the system. However, XeLaTeX was written with that in mind; switching to that engine allows to specify any font available on the system.