When you export a file with "Animation Clean Up". It will remove keys that are the same as the "setup", but removing those keys breaks mecanim transitions in Unity.
For example let's say you have two anim: Idle and Attack.
One of those keys is the rotation of the arm.
If in the Idle animation, a rotation key is set to simply be the same rotation as the "Setup" default rotation X, and the Attack anim has a different rotation Y. When transitioning from the Attack to Idle anim, there will be a smooth transition from Y to X, but if that key does not exist, then it will Jump from Y to X instead.
The problem is that even if you set a key, with animation cleanup it will also jump from Y to X without transition.