Every country in the world has some sort of export regulations. These regulations cover information and data in addition to things. From the US point of view, patent applications filed outside of the US will require a foreign filing license which is routinely granted.
When an inventor sends information regarding their invention outside of their home country, one needs to check the regulations to determine whether the information in question is controlled. For example, if you are in Malaysia, you would check the MITI website to ensure that your invention can be "exported" in the form of a patent application. Since I don't know which country you are in, I am not aware of your local regulations. In general, you will not need an export license for things for which you don't need an export license. (A tautology, I know.) You would keep track of the export, the dates, to whom the items were shipped, etc. It would only be in the instance where a violation occurred that you would have a problem. Check with your local patent office before filing overseas.
To continue the Malaysia example, if your invention related to a novel method of operating a nuclear reactor, your invention would probably be categorized under ECCN 0E001. ECCN stands for 'export control classification number'. Sending that type of patent application outside the country would require a license from Malaysia's Atomic Energy Licensing Board (AELB). As you might imagine, knowingly exporting controlled information like this is a crime and you may well be visited by local law enforcement as a result.
In the US, the USPTO will handle the basics of this inquiry and grant foreign filing licenses where appropriate (i.e. most of the time). Where an invention is classified at a higher level, the relevant government agencies will be notified and given and opportunity to weigh in on whether you should be able to file outside the US. For dual use (civilian/military) items the Department of Commerce will get the nod and you will be working with the US Export Administration Regulations (EAR). For military items, the Department of State has jurisdiction and the relevant rules will be the International Traffic in Arms Regulations (ITAR).
To summarize, improper exports of information in the form of a patent application generally only matter to the home country. Note that if your invention falls afoul of export regulations in your home country, your products may also have these restrictions.