Hi,
you did not place any roads or assets into the scene. This is the reason why the exported fbx does not contain any meshes.
If you import aerial images they are for visual reference only. You can optionally apply the aerial imagery to terrain surfaces by creating a new material and applying it to the surfaces, but therefore you need surfaces in your scene.
Point clouds are also imported for visual reference and to allow you to model the scene using editor features.
You can use Scenario Builder Add-On for Automated Driving Toolbox to generate a RoadRunner scene from aerial lidar data:
Regards,
Simone