Inherit isn’t an actual font, it means it doesn’t have a font specified and should inherit the font being used by the parent which would be the Font set in Typography > Body. In this case it is “Open Sans”
I was hoping all the Headings would inherit from H1 and all the Body-type elements (widget bodies, posts, pages) would inherit Body. I usually use one font for all headings and another for all body text.
My $.02, Heading fonts are almost always different from body fonts. So making headings inherit from the body seems strange to me. I would have also thought that if h2 was inheriting, it would be inheriting from h1. Because most of the time (I think!) heading fonts are all the same, at least at the higher levels.
This is actually a case where it would be easier to assign this all in actual css, since you could do h1, h2, h3, h4, h5, h6 and be done. I kind of doubt if anyone is going to have six different fonts for the 6 different headings. I think most people would be setting several if not all to the same font.