Two questions regarding your subjective perception:
Should figures be typeset in the same or a different style than the document?
How "bad" is using a different font-size within figures?
I mean an intentional decision for LaTeX-typeset figures -- not the "third-party plotting-app"-discrepancy.
One could argue that figures using the same style (e.g. this topic) fit in smoothly.
One could also argue that figures provide supplementary information where a typographical distinction (e.g. sans-serif) can be helpful guiding the reader.
Looking forward to your thoughts. :-)
P.s.: My question is especially with regard to data-plots.