I thought I would export a scene as a test, the cave one from the website front page as I am adding models to it.
There are real differences in the scene brightness and visual effects etc when run in editor and the exported end game.
It does not seem to export the Bloom, etc settings or the fog that is applied to that scene, its like the 'Flat - 1 to 1' preset and not the 'Bloming sunny day preset' that it is set to.