I installed Neo Euler on my device (macOS), closed-opened the vault for good measure, and this is working on my end (for example):
mjx-math .TEX-I {
font-family: 'Neo Euler';
}
.mjx-i {
font-style: italic;
}

I’m not too familiar with using CSS to adjust MathJax, but as you can see there’s a whole lot you can target. (apologies for the flashy gif)

I suggest taking a look using the Inspector to find exactly what you want to change:
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