I am not having that problem but I'm assuming you're doing something wrong in Ableton. If you export midi, only the midi keys are exported which allows you to change the instruments using the same keys, timing and volume.
In any case, I've set up the options as follows. Maybe this would help:
From the menu, click on "Options" then "Preferences..."
FILE FOLDER tab
Set temporary folder (Default should be ok)
cache folder (Default should be ok)
Use VST plug-in custom folder: ON
VST Plug-in custom folder: BROWSE (I created one as: "C:\VSTplugins All" then copied my VSTs there. Everything in one place
LIBRARY tab
Collect files on export: ALWAYS
Installation folder for packs (Default should be ok)
LICENSES MAINTENANCE tab
Ableton Live 9 Lite authorized (Should be displayed - If not, click on the "Authorize at ableton.com" button
(or if offline, click on the button below)
If you have those set up, you should have no problem. If all else fails, contact ableton (if they support the lite version)
if all else fails, contact Arturia Support.