The navigation font need to be adjusted via custom CSS. If you navigate to Appearance -> Customize -> Theme Options -> Custom CSS you can paste the following line(s) in to the textarea:
The parent links:
.main-navigation li a { font-family: Open Sans; }
For the submenu links:
.main-navigation .sub-menu li a { font-family: Open Sans; }
You can change the font-family to your custom one, without using the '' or "" around the names.