Sofia Pro, some letters are different in webfont

I am not sure as I don't use Figma (and don't have that font installed) but would it be possible that that specific font contains alternates? As in: multiple choices for each letter such as in my screenshot below

In this example, I can have two possible O, and I can choose the one I want by using the Glyph panel in Adobe products (there might be an option in Figma as well)
Generally those varaiations include flourishes, and alternate designs, including sometimes silly ones 🙂

It could be that, or maybe a variation of the same font (extended VS regular, that kind of thing) and one isn't recognised and thus, switches automatically to the other one.
In the latter case, check if you have several variations installed and try to de-activate the unneeded one, so you know if it generates an error or not, instead of replacing.

I see 3 families here, so I would stick to activating just one for tests.

when it comes to looking for alternate letters, I can see the font designers are doing a spendid job 🙂

Alternates, ligatures, the whole shebang!
See what they show on their website
https://www.motyfo.com/font-family/sofia-pro/

this is the y with the alternates on

and this is the standard y

so that sounds like you might need to look at Figma to make it choose one version or the other.