Game works using "Build and Run" but not when just using "Build

I am totally lost on this, and Google hasn't seemed to help me.

A project I'm working on builds and works perfectly if I use "Build and Run." The game runs great, everyt$$anonymous$$ng works fine. However, if I try running it directly via the .exe it doesn't work. A scene runs into some sort of issue once it's loaded, so the scene ends up blank. Is there a build setting that could be causing a problem? Is there an error log that I can find?

Like I said, the build works if it's ran from "Build and Run" if the .exe is run directly however, it fails.