You can export from Harmony using an image sequence, which can be recompiled into a sprite sheet. Toon Boom has even created an app to create the frame-by-frame sprite sheet.
Advantage: You can use any of the tools in Harmony when you animate!
Disadvantage: These sprite sheets can become quite heavy and end up as large textures to process in the game. This may be fine for many games, like console games, but when you’re doing game development for mobile devices, such as iOS or Android, you need to be very light on your texture space. Also, file sizes should be kept under 50 MB to facilitate downloading without needing to be connected to Wi-Fi.