It should be fine to “bind event to menu closed” only once in event construct. If you have to solve your problem by binding event every frame, the issue is in another location. But if it works for you, I am going to let it slide.
I don’t think I have a node “Set Keybinding Action Manager”. It will help me understand the problem if you post images of your blueprint nodes.
Very few things works only in a exported project, so If it does not work in editor, packaging it will generally not solve a problem.