Similar to #13139

Adding documentation tag since the example itself is slightly incorrect..
When you did:

    "font.family": "serif",
    "font.serif": [],

It's really overriding the default Matplotlib serif font-family as an empty list; whereas it really should've been untouched (i.e., the defaults mentioned at: https://matplotlib.org/stable/tutorials/text/usetex.html#sphx-glr-tutorials-text-usetex-py)

I'm not sure why the example was designed in this way.. if the fonts were available you should've got a PGF/PDF with these fonts:

pdffonts pgf_fonts.pdf                                                                                             
name                                 type              encoding         emb sub uni object ID
------------------------------------ ----------------- ---------------- --- --- --- ---------
BXGEVL+DejaVuSerif                   Type 3            Custom           yes yes no      52  0
GCWXDV+DejaVuSans-Oblique            Type 3            Custom           yes yes no      23  0
FJGZKM+DejaVuSansMono                Type 3            Custom           yes yes no      40  0
BMQQDV+DejaVuSans                    Type 3            Custom           yes yes no      28  0
TVXSBT+ComicNeue-Regular             Type 3            Custom           yes yes no      15  0

However, with the current example; serif font-family isn't found (because the list is essentially empty!); this is what you get:

$ pdffonts pgf_fonts.pdf               
name                                 type              encoding         emb sub uni object ID
------------------------------------ ----------------- ---------------- --- --- --- ---------
BMQQDV+DejaVuSans                    Type 3            Custom           yes yes no      28  0
GCWXDV+DejaVuSans-Oblique            Type 3            Custom           yes yes no      23  0
FJGZKM+DejaVuSansMono                Type 3            Custom           yes yes no      51  0
TVXSBT+ComicNeue-Regular             Type 3            Custom           yes yes no      15  0

Note the missing serif font...

Fix is pretty simple, something like:

 import matplotlib.pyplot as plt
 plt.rcParams.update({
+    # Use LaTeX default serif font-family.
+    # https://matplotlib.org/stable/tutorials/text/usetex.html#sphx-glr-tutorials-text-usetex-py
     "font.family": "serif",
-    # Use LaTeX default serif font.
-    "font.serif": [],
     # Use specific cursive fonts.
     "font.cursive": ["Comic Neue", "Comic Sans MS"],
 })

You're welcome to create a PR :)

I'll go for it

Adding documentation tag since the example itself is slightly incorrect.
[...]
It's really overriding the default Matplotlib serif font-family as an empty list; whereas it really should've been untouched

The empy list is suggested here: https://matplotlib.org/stable/tutorials/text/pgf.html (section "Font specification"). So, either this is correct or that section of the documentation should also be modified. In any case,

So, either this is correct or that section of the documentation should also be modified.

That seems to be correct if the pgf backend is used. However, in https://matplotlib.org/stable/gallery/userdemo/pgf_fonts.html pdf is not used. Adding

import matplotlib as mpl
mpl.use("pgf")

first in the example file may help. (I'll add a PR.)

Wasn't that easy...

The sentence "You can also use the LaTeX default Computer Modern fonts by clearing the lists for rcParams["font.serif"]" is currently not correct since the code:

(Unless pdflatex is used, in which case the fonts are not set.)

So, I've changed this to

                path = pathlib.Path(fm.findfont(family),
                                    fallback_to_default=False)

which then will not set it to the default font. Not sure if it will break anything else.