Scene assets not bundled in asset bundle

I'm trying to build an Asset Bundle that contains a scene and its dependencies. I'm in Unity 5.2, so I assume that all dependencies should be resolved at build time, but they are not.

What happens is that only the scene is in the bundle. I can see it in the log, there's nothing else than a .scene even if my scene contains sprites, models and textures. I'm building for WebGL, but that could happen to other other platform as well.

I use this for building Asset Bundles (tried all other combinaisons):

 BuildPipeline.BuildAssetBundles("AssetBundles", BuildAssetBundleOptions.None, BuildTarget.WebGL);

And this for loading:

 IEnumerator Load (IScene scene)
     {
         // Wait for the Caching system to be ready
 
         while (!Caching.ready)
             yield return null;
 
         AssetBundle bundleScene;
 
         using (WWW www = WWW.LoadFromCacheOrDownload(scene.Path+".scene", version))
         {
             yield return www;
 
             if (www.error != null)
                 throw new Exception("WWW download had an error:" + www.error);
 
            bundleScene = www.assetBundle;
         }
 
         string[] strings = bundleScene.GetAllAssetNames();
         AsyncOperation async = Application.LoadLevelAsync(scene.Id);
 
         yield return async;
         yield return new WaitForEndOfFrame();
 
         bundleScene.Unload(false);
 
     }
 

Am I doing something wrong here?