If the FontAwesome icons were still loaded in, then they would be visible on your site. I believe their claim is referring to the fact that Font-Awesome-based CSS class names were mapped to MaterialDesigns icons, which is not the same as still loading the Font Awesome 5 Pro font into memory.
VaultWiki cannot use a font other than FontAwesome. MaterialDesigns is not a 1:1 replacement of all the icons within the font.
In default XenForo, a number of @font-face rules in a template called "fa.css" sets up the font named "Font Awesome 5 Pro" among others. The default XenForo template called "helper_js_global" loads it on line 2. Since that font is a core part of XenForo, VaultWiki expects it to be defined already.
My understanding based on other reports is that some ThemeHouse styles modified this in some way. Since it is a third-party custom style (not made by XenForo themselves) and has removed a core part of XenForo, it is your responsibility to make sure the missing core font is still loaded.