Why does the bass sound stronger in your DAW?

I use Cubase Artist 9.5, and have made a song with a synth melody and a heavy bass.
When I export my song to mp3 and play it in Winamp / Winows Media player, the bass is not as strong as when I play it in Cubase.

Why is the bass stronger in Cubase?

Summary

The bass is made with Stix by Xils.

The mp3 file format compresses audio files and is a lossy format meaning some of the data is thrown away. Good chance that’s where some of your bass went. Play around with the settings when you create the mp3 to see how different values change both the fidelity of the sound and the file-size (better fidelity means larger files).

Also a lot of those media player apps mess with the audio to make it sound “better” whatever they think that means. So make sure to set their options to turn off any signal processing in the app.

I don’t think so. I use 160 kbps for my mp3s and sometimes I export to wave.

In Windows Media player you can use Wow effect, which can affect the sound negatively / positively. It can be turned off.
I have tried in winamp as well, and there it is without effect.

I perceive it as if there is some kind of effect in Cubase. I would call it a Bass boost!
I know that some “expensive” headphones have extra bass, so I thought that might be the case in Cubase as well?

If you didn’t activated any VST or channel strip settings then there is nothing changing your bass sounds inside Cubase.
Maybe you did a double routing for the listening bus?