Helena, another thought.
Try actually printing a sample to Acrobat's print driver if you can. See if it embeds properly then. If it does, it could indicate a preferences or even an installation issue. It can also be the old version of Arial as installed on your XP computer I suppose.
If printing to the PDF driver doesn't work, and Export (to PDF and using the High Quality Print preset) doesn't work, I don't know what can be up other than ID not liking a (possibly) old version of Arial.
Take care, Mike