Fonts are not created equal. People create different kinds of fonts for all kinds of reasons: to convey a message, for decoration, embellishment or as iconography.
The theory is, if you use a 'lighter' font (with a lighter stroke), you'll use slightly less ink per page. Based on the assumption that you're only printing with inkjet printers that use the old style cartridges (not ink tanks, and not tonerbased laser printers), you'll likely save about 10 per cent ink by switching to one of the lighter fonts.
Of course, the flipside to this argument is that as a home consumer, you'll never print enough volumes to actually see a benefit.