Hi,
It is something you can't do anything. wherever a files exported to PDF from any other format, the PDF engine looks for its own replacement of font, if the engine find exect match then the conversion is done with 1 to 1 correspond to font otherwise it will replace to default system font, in your case that is Arial.
if you want to overrite this behaviour, then play with reporting services web services.
Thanks,
Neeraj