Operating system: Windows 10
Graphics card: NVIDIA GTX 1080
Blender 2.79 5b8ac9, 2.8 99d4321feff6
Edge creasing information is not supported when exporting FBX.
It is supported in the official FBX SDK (which I'm aware that Blender doesnt use ofc) , Maya, Max and Modo and can been viewed on the following page in their documentation
GetEdgeCreaseInfo(), GetEdgeCreaseInfoArray(), SetEdgeCreaseInfo() and SetEdgeCreaseInfoArray
Attached are 2 cubes that were exported with maximum edge creasing applied (binary and ascii), but I cannot find any data within the file to show that it is supported. The original blend is also attached.