Also reproducible in 5.4.1f1, but the workaround mentioned by Lassade still works. So you have to wait to the end of the frame otherwise the GameObject destroy immediate calls will create problems in the physics.

yield return new WaitForEndOfFrame();
SceneManager.UnloadScene("MyScene");

I had exactly the same issue when exiting playmode. In play mode i load another scene additively which means that if a exit playmode it will be unloaded by the editor automatically (just a wild guess but I think its technically the same thing).
The interesting thing:
I have a canvas in my loaded scene, if I remove that canvas everything is fine again. So maybe it is due to a bug with the canvas?
Can you guys eventually confim that?

I do wait some time (yield return new WaitForSeconds(1.0f) ).. But still, hangs on unloadscene.
Works OK in Editor. But Crashes in Built exe. (Win x86).
(One thing I noticed is.. It happens if I first change active scene.. And then unload the just-deactivated scene. Even If i yield-wait for few seconds in between)

Currently on 5.4.3p1

I found i way around this, instead os just calling UnloadScene, create a coroutine that when the trigger recives a on enter event wait for the end of frame then unload the scene.

Like this:

yield return new WaitForEndOfFrame();
SceneManager.UnloadScene("MyScene");