Run this sample program :

"
import javafx.application.Application;
import static javafx.application.Application.launch;
import javafx.scene.Scene;
import javafx.scene.control.Label;
import javafx.scene.layout.VBox;
import javafx.stage.Stage;

public class FontIssue extends Application {

    public static void main(String[] args) {
        launch(args);
    }

    @Override
    public void start(Stage stage) {

        Label label = new Label("this is a test");
        label.setStyle("-fx-font-family: Arial;");

        Label label2 = new Label("this is a test");
        label2.setStyle("-fx-font-family: Arial; -fx-font-style:italic;");

        Label label3 = new Label("this is a test");
        label3.setStyle("-fx-font-family: Algerian;");

        Label label4 = new Label("this is a test");
        label4.setStyle("-fx-font-family: Algerian; -fx-font-style:italic;");

        VBox box = new VBox();
        box.getChildren().addAll(label, label2, label3, label4);
        Scene scene = new Scene(box);
        stage.setScene(scene);
        stage.show();
    }
}
"

As you can see, the Algerian font is not rendered in Italic. I've checked inside my Windows font and I don't have the Italic font.

Now Excel and my navigator are rendering this font properly in Italic so they are synthesizing them somehow and I understood that JavaFX could do the same.