Hm. I would guess the problem is like I mentioned having before in Godot 2: Where it is trying to import assets on your file system rather than the assets in your project.
The way I got around this issue was by moving the source files for the assets I was importing from sources outside the project into a different folder temporarily (I just renamed the folder), try running the game and then seeing which assets it says are missing, and based on which assets were missing, I would reimport them and see if that fixed it.
It is interesting that it could be happening with Godot 3 though. I've never had that problem with Godot 3, but maybe I've just worked around it without noticing :lol:
OR, it could be the .pck file is not next to the executable, so the build has nothing to load. I would double check to make sure the .pck file exported along with the .exe (or .app/.bin/whatever-Linux-uses).
If possible, could you provide a link to the download for the exported project? It is hard to say what is causing the issue without looking at the error provided from the exported project. I may be able to better figure out what is wrong by looking at the console and seeing what is missing.
(You can privately message me if you want)