Each time I load a model in Panda3D, it comes loaded without the Subsurf modifier applied by me previously in blender. Even I applied to it already in blender before export it to egg file. What is happening, panda is the only engine with that problem (Conitec Game Studio do it correctly, and Blitz3D too)
Its related to the exporters. Other exporters apply the modifiers to the geometry before export. Chicken (i am assuming you are using that). You need to apply the modifier to geometry directly and then export. Although i was pretty sure chicken applied some of the modifiers related to animations at least.
If I remember correctly Chicken should apply all modifiers up to any armature modifier before export, with the armature modifier being used for animation. Any modifier that appears after an armature modifier will be ignored however.