Hi,
Okay I have look into this more deeply and it looks like Amazon is returning expiry tag as long as the content is marked to be handled by the CDN. That's where the problem comes in, I had to remove the 'Host theme files' from the CDN in order to prevent imported fonts from being uploaded to the CDN. Firefox and Safari will not load externally hosted fonts so I excluded them from the CDN, but there must be a bug since they are not being marked by the server with expiry tags.
Matt, check your settings and see what you are uploading to the CDN I will bet the stuff not uploading is missing the expiry tags or at least some of it if the content is included on the exclude list under the CDN settings page.
Thanks