Thanks for pointing that out …I understand why that feels confusing.
DaFont’s category system was set up decades ago, and unfortunately, they don’t have a category for “free desktop license but paid embedding.” So “100% Free” ends up being the least-wrong option available in their system. It means the desktop use is free for commercial work, logos, graphics, videos, tutorials, printed materials, etc. But it doesn't mean unrestricted embedding rights.
In your case: Using Conthrax Semi-Bold in an Unreal Engine game for UI menus absolutely counts as application embedding. Since the font file is being packaged inside the game and distributed to users, that goes beyond the free desktop license. Video games fall under software/app embedding even if the word “video game” isn’t explicitly listed.
Because of an exclusivity agreement with Monotype, they are the only ones who can license embedding for PC/console software, including Unreal projects. That’s why the licensing path feels indirect, it routes through Monotype rather than a simple checkout page. And, in practice, those licenses are often structured for larger commercial publishers, so the cost can be significant compared to indie budgets.
If you only use Conthrax to create static assets (for example, rendering menu text to images before packaging the game), that will fall under the free desktop license. But if Unreal is embedding the actual font file, that requires a proper app license.
I know font licensing for games isn’t always crystal clear; but you were right to question it before shipping.