I very well might be in the minority of Linux users, but I don't particularly care about the answers to most of these questions. I just want it to work. Give me solid defaults[0]. I'm not saying you shouldn't be able to override those defaults. That's an important feature of Linux.
My first experience running a cool-looking TUI file manager yesterday (I actually ended up trying yazi first) was that I got a lot of blank squares in place of missing icons and emojis due to missing fonts. I had to spend 20 minutes figuring that out before I got a good experience.
Interestingly, I also tried wezterm[1] in the process. It actually ships with the required fonts as fallback, but the version from my distro's package manager didn't work (the AppImage did). I'm guessing my distro removed them, maybe for some of the reasons you cited. I started installing the nerd-fonts group for my distro. 6.5GB... no thanks. After manually poking through them and some googling I finally installed a couple and it's working now.
My overall point is that it's possible for app developers to provide good defaults like wezterm does. It's also possible for distro's to break those defaults. Also, if size is a concern then at least detect that I don't have a working font and offer to download one for me.
Regardless of wanting sane defaults, this is not something superfile can do on itself: it runs in a terminal, and normally terminal programs do not get to choose what font is used.
So the "best" it could do is bundle the font file, but then you would still have to configure your terminal to use it. At that point, it's easier to just tell you you need a nerd font and link to their repo.
That being said, I kind of agree that, since NerdFonts are pretty good and by now quite widespread, it wouldn't be a bad idea for major distros to patch their default monospace fonts so that you get NerdFonts out of the box in the default terminal.
But, in general, if you go out of your way to install a different terminal emulator, it's unlikely you'd have much trouble changing its font anyway; still, getting everything to look nice and pretty is sometimes harder, so I suppose wezterm is commendable for including fonts and colorschemes.
(The above really mostly applies to fonts as they are an additional dependency and also highly dependent on user preference. For pretty much everything else I agree that good defaults are under-emphasized in CLI/TUI utilities. Probably because options usually get added incrementally and breaking historical defaults is not a good idea.)
Besides, you still have to set your terminal to use that font. Not as if typing `spf` on the command line can reconfigure whichever terminal you are on.
Where does it get installed? Will the user consent?
I did not use a Nerd Font until I tried superfile out today. It was not hard to build my own nerd font version of Berkeley Mono with font forge.