I had some issues with export of applications from Processing 3.5.4 on my MacOS. I searched if someone has posted the answer and I did not find any.
The problem was that the exported application did not run at all. If yo have the same issue, check if you have the folder “data” in Contents/Java/ for MacOS app and just in a folder with exe and source for Windows app. If not, create it and paste all extra images/sounds/etc. And try to run!!
Pretty weird thing that it was not the case for examples from PDE, hope, it would be solved in future versions of Processing.
Hope it would be useful to know