The second category of fonts available in the Properties inspector is System Fonts. The System Fonts category is a list of all the fonts installed on your computer that are not in the Web Safe fonts category. Using these fonts when developing a website (and remember that your Captivate courses are exported as mini-websites) is dangerous, because there is no guarantee that the fonts available on your computer are also available on the computer used to view your content.
When using a System Font, Captivate exports the Text Captions and Smart Shapes with text as images. This is the only way to make sure your text content is rendered exactly as you designed it.