[Windows] Does StateMachineBehaviour raise its events on Animator Controllers that use only animations made in Unity?

One of my GameObjects that has the Animator component does not raise the OnExitState neither other StateMachineBehaviour events. It is the only one made entirely using not skinned meshes and not animated using a external program, but the animation tool inside Unity.

Also this behaviour only happens when the game is running natively on Windows. In Editor, Android and iOS the GameObject gets the StateMachineBehaviour events and everything is fine. Is there any build configuration option that I might be missing?

Thank you!

I had to use as a workaround for this case the Animation events instead of StateMachineBehaviour messages.