Linked Illustator file loses font

I'm trying to link a vector graphic, created in Illustrator from my creative cloud assets, to a project in XD, but the font rendering is lost when the graphic is linked. I would expect the illustrator file to link without issue as it should contain vector graphics information.

I'm guessing I'm supposed to bake the font to a vector rendering it much more difficult to change as the font tools in illustrator will no longer work once the text is made into a path.

The other issue I have is I can't change the font that's missing in the document assets panel. I tried right clicking the missing font, but the dropdown to chose a replacement font is completely blank. Am I missing something or is it not possible to fix a missing font in a linked Illustrator file?