On Windows, Dorico can’t warn you about missing italic, bold or bold italic styles for Petaluma because Windows itself synthesises them for you, so when we’re enumerating the fonts, those styles actually appear. As it happens with Petaluma specifically we know those styles don’t really exist, but in general of course we don’t know which styles are real and which are synthesised silently by Windows. macOS works differently: it only shows you the actual styles that are on the system. So that explains why Mac users will see the missing fonts warning and Windows users won’t.