UE 2.25.0: The different results after "Play" and "Build"

Hi all!
Today I tried to build my little project for testing network and other functionality. When I developed it, I tested via button “Play” and all works correctly, but when I build the game and run the game via “Launch” then a lot of my functionality does not work or work incorrectly. So, I can’t understand WHY? Why I have different results of compiling my game when I click on “Play” or “Build”/“Launch”

I have Windows 10, and my project based on Windows 64 bit.

Thanks for the help.