Platform Builder allows you to export your game package in two different kinds of ways
1) Export to pbx, for importing back into Platform Builder
2) Export for importing into the UPE.
The UPE cannot export to pbx. You can compile your games with the UPE to a stand alone exe installer or a .zip file, or you can export your game maker source files to be imported into other game maker projects, but you can't export .pbx files with the UPE.
In other words, your Platform Builder games can be brought into the UPE, but your UPE games cannot be brought into Platform Builder.