When I use a non-breaking space, the font changes to cambria (Word for Mac)

I use a downloaded font (Lyon Ofc and Lyon Ofc SC).

When I enter a non-breaking space, the font will change to cambria (starting with the non-breaking space and continuing as I type). I then have to manually change the font back to Lyon Ofc.

It's pretty annoying because I frequently use non-breaking spaces. Does anyone know how to stop it from happening?