I see, I got it completely wrong.
You meant outlining fonts.
While the team behind PDF believes live fonts in a PDF are totally OK if the PDF doesn’t get imported into Ai, we still have to import these, to make changes without original files at our hands.

That’s why this, based on this request — http://illustrator.uservoice.com/forums/333657/suggestions/31840996 — the team added a way to 'bake' the outlines with live text, so when a font is not present, displayed outlines still stay correct.
This is a new option, exists in builds since 29.3, requires checking an option on saving, and also tries to automatically extract outlines from PDF data (if present within a file), wen a file was saved with an older version of Ai.

Still, your request (to automatically outline fonts on PDF export) seems to be the exact copy of an existing one: http://illustrator.uservoice.com/forums/333657/suggestions/33253699
Do you mind me merging yours into it?

Regarding the "Outline Not Set" Alert

Thank you for your question. This issue has been occurring for many years, and because its primary cause is an operator error, there haven't been any fundamental improvements beyond simply alerting operators.

Background of the Problem
When creating print-ready data in Adobe Illustrator, we mostly combine images and fonts. The fonts are where the problem lies.

If the fonts used in the design aren't installed on the printing factory's computer, they won't be reproduced correctly. That's why it's necessary to "outline" the fonts before handing over the data.

What is Outlining?
Outlining is the process of converting the fonts you're using from character information into shapes. This ensures that the design maintains its intended appearance, even on computers that don't have those specific fonts installed.

Why Does This Problem Occur?
This outlining process is typically done as the final step in data creation. As a result, operators sometimes accidentally forget to do it before sending the data to the printing factory. If the factory's computer doesn't have the same fonts, they'll automatically be replaced with a different, simpler font, leading to the problem of the design being printed differently than intended.

I hope this explanation clarifies the purpose of the alert and the background of the problem. Please feel free to ask if you have any further questions.

Can you please tell more about this? Which one do you mean exactly? Opened fill paths or something else? Share a file if possible and some details on the problem happening when printing. What format is used to prepare a file? What settings get used?