Yeah, the mannequin material is pretty complex, it’s not surprising that the export to .fbx is breaking it, if it matters to you, you can export the textures in the /Mannequins/Textures/Manny folder and use them in Blender to improve the preview (Same procedure: Asset Actions->Export)
You only need the materials ending with _D (Base Color) and _BN (Normal Map, be sure to set it to “Non-Color”) to display them correctly (if you want the metallic look you can also export the MSR_Mask and use a “Separate RGB” node to split the texture in Metallic, Specular and Roughness)