No diacritics in epub ebook on Sony PRS-900

If you see question marks instead of diacritics or any other non-latin characters on Sony PRS-900 a simple solution is to embed a font that contains them, eg. there: http://ebook.online-convert.com/convert-to-epub

How come that default font on an ebook reader does not contain many eg. polish letters, this I don't know. Eg. Arial Unicode MS containing 38 917 characters is just 22MB in size (ref.).