I clicked Minimize Data when exporting to jpg, and all EXIF data was exported as well. I also happened to have minimize file size clicked as well (200k). I am waiting for someone to tell me this is a feature to speed my workflow. Cheers.
This happens in my LR 3.4.1 Windows 7. I've attached an original image, a version exported with Minimize Embedded Metadata, and a version exported with Minimize Embedded Metadata and Limit File Size To 200K.