IANAL. The relevant sections of the Open Font Licence FAQ state (emphasis added):
1.1.2 [regarding print publications] Is any kind of acknowledgement required?
No. Font authors may appreciate being mentioned in your artwork's
acknowledgements alongside the name of the font, possibly with a link
to their website, but that is not required. ...
1.4 Can I sell a software package that includes these fonts?
Yes, you can do this with both the Original Version and a Modified Version of
the fonts. Examples of bundling made possible by the OFL would
include: word processors, design and publishing applications, training
and educational software, games and entertainment software, mobile
device applications, etc. ...
1.10 Does the full OFL license text always need to accompany the font?
The only situation in which an OFL font can be distributed
without the text of the OFL (either in a separate file or in font
metadata), is when a font is embedded in a document or bundled within
a program. ...
1.11 What do you mean by 'embedding'? How does that differ from other means of distribution? By 'embedding' we mean inclusion of the font in
a document or file in a way that makes extraction (and redistribution)
difficult or clearly discouraged. In many cases the names of embedded
fonts might also not be obvious to those reading the document, the
font data format might be altered, and only a subset of the font -
only the glyphs required for the text - might be included. Any other
means of delivering a font to another person is considered
'distribution', and needs to be accompanied by any copyright notices
and licensing information available in OFL.txt.
( From the OFL FAQ (OFL-FAQ.txt), copyright (c) 2005-2020 SIL International. Used by permission. http://scripts.sil.org/OFL-FAQ_web )
So I read that as: if you include the font as a separate file on a DVD or otherwise usable by others as a typeface, it counts as bundling and you should also include the OFL licence. If it's, on the other hand, something like a resource in a binary that is difficult to extract, it's embedding, and you don't strictly need to.