I can’t find anything in the GUI about this, just want to know if LO is doing this automatically now?
Font embedding is not automatic. Go to File > Properties, click on the Font tab and check the box that says ‘Embed fonts in the document’[1]. This seems to be a per document preference. See the release notes for 4.1 under Writer.
[1] Note that this location may change. Refer fdo#64357.