Skylight pitch black

When I set shadow quality to low or medium, and open a new level with skylight, it all looks pitch black except the point lights. It looks as if the skylight intensity is set to zero. But when I change the shadow quality to high or epic, it only makes the volumetric fog visible and still no skylight. If I restart the level after setting the shadow quality to high or epic, the skylight works normal, even if I set the shadow quality back to low or medium while the level is open. So the level of setting affects the skylight’s function at the opening of the level, and does not change until the level is restarted.

Is it normal to have no skylight when the shadow quality is low or medium at the loading of the level?