It's just that the python library used won't read SVG from a string, online from a file given a filename, so each character must be written to disk, then read back in.
Wow. To me that's definitely in the realm of "fix this if you need to run this program more than once" inefficiency. After looking at the implementation, it doesn't seem like it takes advantage of TTF's "composite glyphs" feature either, which would be the most straightforward way of generating a font like this --- once you define the box and the digit glyphs, each character is then composed entirely of references to the box and the appropriate digit glyphs.