This definitely seems to be a bug in Premiere's OMF export. I'm noticing the same issue: Any audio clip that uses the "Audio Gain" function ends up without any level information in the OMF. Not only is the audio gain being ignored, but all volume keyframes are also deleted. The clip volume in the OMF is set to minus infinity which is even worse than just ignoring the "Audio Gain" value, but keeping the key frames.
After noticing this issue, I went back into my timeline, reset the "Audio Gain" value on all affected clips back to 0 db and instead adjusted all key frames by whichever value the audio gain was set to before. Now the OMF export gets even more buggy: Some of the clips that previously had no level information (because of the audio gain), now have their proper volume key frames restored, but other clips still have no level information whatsoever (despite audio gain being reset to 0). I can't recognize a connection why resetting the audio gain worked for some but not all affected clip.
To fix the problem altogether, I had to drag the audio assets as new clips onto the timeline, copy the key frames from the affected clips, and make sure that I never use the "Audio Gain" feature on the clips.
This behaviour is reproducible on Adobe Premiere Pro CC 7.2.2 (33) and Adobe Premiere Pro CC 8.0.0 (169). Hopefully a staff member can take notice of this bug.
This problem is annoying as hell and I've witnessed it over the span of two years now (I only do mixes once a year or I'd have complained earlier). I work with students who spend a long time tweaking their work and then have a few hours to work with a professional mixer. Starting off from the work they've already done allows the mixer to concentrate on EQing out issues with their recordings. It's really annoying that he has to rebuild the audio levels especially for clips that are minus infinity and should be audible.
I came across this issue a while ago in Premiere. It's caused by a combination of the limitations of the OMF format and Premiere overriding keyframes when audio gain is applied.
Here's a quick video on how I work around it: