There are a number of options to export a file. What options are you selecting?
Character set: UTF-8
WorldConnect recognizes my Preferred Name in that gedcom and shows it as the main name on each person's profile page, but ALL names for that person are included in WorldConnect's index for my database.
I'm not that much of a gedcom expert to know how WorldConnect knows which name is primary, but it does. I assume there is some kind of flag; and that it doesn't correlate to which one is "first", but I could be wrong.