Doungrad Lermen

I just took a look at your blend files and if you set your shading to Smooth instead of Flat then the shadows look just like they do in game.
Since you have used the remove doubles command on the entire mesh, blender and the game are trying to smooth off EVERY surface and corner there is. This includes the edges of the windows slots which shouldn't be smooth. To fix this you need to change to edge selection mode and select all of the edges that should be sharp. Then go to the Mesh menu at the bottom and go to Edges> Edge Split. This will remove the curved lighting and fix a lot of the shadow issues.
I didn't look much deeper than that but I did notice that you also seem to have a lot of hidden geometry in the model that will just bloat your file size. If it won't be seen in game by the player then it should be deleted from the model.