Two ideas here:
1. Add a 5-second slug to the end of your timeline after the fade. See if the end is cut off again after you export; even if it is maybe you'll trick it into cutting off only the slug and leave your video intact.
2. Bypass FCP completely and use Compressor to make your MPEG file AND add a fade out. Drag your file into Compressor then drag the Apple>DVD>90 minutes Quality encode preset to it. In the Filters tab of the inspector select the Fade In/Out filter and set a duration for the end fade.
HTH, JK
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SCQT! Self-contained QuickTime ? pass it on!