Explanation:

Within the GUI for the structure block are the toggleable options:

• Include Entities (which apparently means mobs)
• Include Players

Toggling these does have an effect on what the preview model within the structure block GUI shows. (see image StructureBlockSetup)

However, upon exporting, the .glb file will not properly contain all entities and players. (see image StructureBlockResult).

Repro Steps (now simplified):

1. Create a new world on Windows 10.
2. Create a cage for a skeleton. Place a skeleton inside.
3. Type /give @s structure_block
4. Place the structure block and select an area that includes the skeleton.
5. Using the structure block GUI, enable toggles for include entities and include players.
6. Notice that the toggle updates the sample model within the GUI to include players/mobs.
7. Give the structure a name, then export.  (see image ReproSetupGUI)
8. Open the newly created .glb file. (I used 3D Viewer and Paint 3D)
9. Notice the lack of players and mobs, unlike the model in the Structure Block GUI.
10. Notice the presence of the item model that was visible in the player's hand as well as that of the bow in the skeleton's hand.

(see image ReproResult, also file TestSetupModel.glb)

Edit: Also see attached test world if desired: StructureBlockBugTest.mcworld

My conclusion is that this must be unintended as there are options enabling the very thing that is not functioning. I suspect the issue resides in the process of generating the model. This impacts the ability of a player to create (very cool) 3d models using their player model and that of mobs.