To try and add to the advice above…
Some software – such as word processors – give you the option to make a bold or italic version of any text but they can sometimes do this by manipulating the characters (glyphs) in the font by either giving the text an outline stroke (bold) or skewing the text at an angle (italic) or manipulating the vectors that make up the characters in some other way. This can sometimes be useful if you do not have bold or italic versions of the font installed on your machine but these manipulations can often not look as good as if someone manually created ‘proper’ bold and/or italic variants of the font.
See my attached image where I show how properly constructed bold and italic variants of Times New Roman look much better than skewed and stroked versions of the Regular font. In particular, look at:
* how the “w” is drawn very differently in the Italic variant;
* how the “a” looks like a different font in the Italic variant;
* how the dots over the “i” and “j” don’t look ‘right’ in the Skewed version;
* how the “w” is drawn differently in the Stroked version when compared to the Bold variant.
Because of these sorts of problems, the Affinity applications do not create bold/italic versions of your fonts ‘on-the-fly’ and will only let you use the variants of the fonts that are installed on your machine (or made available to you to use in some other way). This means that you have much more of a chance that your text will look good.
You can look in the Resources section of this site for lists of many websites where you can find fonts with bold and italic variants which may be useful.
Welcome to the forum.
The only time I've seen what you are describing is when a particular typeface doesn't have a bold or italic member in the font family.