I just downloaded a build myself to host on a local web server and it looks fine to me when I compare side by side to the build published on PlayCanvas
Looking at your self hosted build, you get the following errors in the command log:
My guess is that your server isn’t configured to serve .dds files or the upload process missed them as they are definitely there in the downloaded build.
Have a look at the following thread in regards to serving .dds files on the server Skybox not rendered or missed in web download of publish