If you mix down to a 16 bit 44.1Khz wave (or higher sample/bit rate) it should not be grainy or less warm.
Check your export settings, make sure you’re not clipping anything, audition the mixdown file in Cubase to check you’re not thrown by some crappy audio player quality or added eq or other enhancement.
Also make sure you don’t have any effect in control room that you hear on playback but not on the export.