You created your mesh (walls) with boolean, didn’t you…?
There’s the problem right there, can’t you see it? The proper LOW POLY mesh should have QUADS and not N-gons as maximum shape (triangles are best). More to it, Editable Poly. FBX converts it into Editable Mesh and then Triangulates it most of the time due to Turned Edges (whatever that mean). Look at your wall. How many edges are connected to the window? One. The rest is being triangulated by the fbx exporter:
You need OBVIOUS mid edges of the mesh. Or it will screw itself up.