So I’m doing everything right and there is nothing I can do to change the font family in EPUB?
Bear in mind that to display something using a chosen font, you must be a licensed user of the font, and have it installed on all devices that would display it. Chances are very high—even if you’re using something extremely ubiquitous and so generic there is no point in even stipulating a preference, like Arial or Georgia—that the ebook device your reader will be using to read it will not have the font.
If this is your first foray into ebook design, you might consider getting some books on the craft. There are a lot of clever things you can do to make your work stand out, and Scrivener has ample capability to help you implement those designs into the compiled output, but font families, margins, leading, justification-or-not, and even font sizes (other than relative to 1.0=body text), are generally out of bounds, particularly in the body text. Good book designs are going to step out of the way as much as possible in those areas, in fact, to allow for reader preference to work unimpeded. You don’t want your book to be that one awkward one that makes people have to go in and mess with their settings in order to comfortably read it.
It can be a lot of fun, even if you just learn a little bit, enough to make some adjustment to chapter headings or to make the ToC look nicer.