If you chose the function: Export to Audio (Command + E, or File Menu) presents an options window. Check the appropriate boxes to keep your plugins enabled or bypassed. Also, when you export files this way, any processing (EQ, Compression, Limiting etc) on the Stereo Output is not a part of the exported file.
So, if you are hearing a decrease in volume from say, a "bounced" audio file of the same track solo'd, vs the exported audio file, then that is the reason for the change in volume.
You have options, and there is more than one way to get the file the way you want it to sound. Stick to the ways that makes the most sense for your workflow. If you are still learning LPX and/or learning about music production techniques, then try different methods until you find the one that works best for you.