Yes it still happens, probably because for designing a game no one use BIM and they don't care about bringing building elements' data into the game environment, which make sense, so VW don't see any reason to solve this problem.
But I think future games, specially simulation games is about data and how we integrate them into the game, so solving these problems to have a seamless workflow from any BIM environment to UE is very important.
I also tested with ArchiCAD, the same thing happens.