When running the General Geometry>Export to Native (or Auto Export in the Feature Definition), the selected profile does export to the GPK.
One possible cause for this problem is that the Complex Profile could possibly have an overlap between individual elements that were used to create the Complex Profile. The native GEOPAK GPK file does not support overlapping elements in a profile.
To check for overlapping elements in a Complex Profile, run a Profile Report on the profile and select the "VerticalAlignmnetCheckIntegrity.xsl" style sheet in the CivilGeometry folder. If there are any values other than 0.0 in the Station Difference column, check the start/end stations on the element to verify there is no overlap.