The files that are exported do contain animation, but there might be issues importing the animation depending on the plugin. I was able to get animation working in Unity using a different gltf importer, but it wasn't stable enough for me to recommend. If I find a better option I will post it here. 

For the files to be loaded in Unity or Unreal, you need to install a GLTF plugin first. At this time I recommend:

UniGLTF for Unity (Free)
https://github.com/ousttrue/UniGLTF

GLTF Importer for Unreal
It's built-in to Unreal, but needs to be enabled.

For more information, watch all the tutorials.