It’s possible that you have post-processing settings in the camera used for play mode that are different than the settings in post process volumes on your level (if you have any). Camera-based settings are only ever shown when viewing the game through them, so you can’t normally see them on the editor.
Wait a second… I think I know what is going on. I saw a similar bug in UE 4.19 this week where the post process exposure was being applied on top of debug view modes. In our case, it was affecting the WorldNormals view mode. So, the shader complexity is not really changing: the values used to display it are being increased/decreased by the exposure PP.