Not only does the use of the actual bold or heavy weight fonts make a difference in appearance, it can make a difference in what gets printed. When having a document commercially printed, if the bold version of the font is missing it is possible that the text would not show up at all as bold (fake or true bold) when printed.
Initially, when I tried to create this example by first uninstalling only Gills Sans Bold, my software kept trying to substitute Gill Sans Bold Italic - the closest match it could find on my system. If you see such oddities, it's another indication that you don't have the right font installed.
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