HDRi sky not visible in the rendering

From a user:

When using an HDRI image, I go to setup options and upload the pic. When I go to the layer wizard, the HDRI does not show up. I have to physically check the HDRI box in the display area. It then shows up but when I hit the green render button, it disappears again and is not rendered? Please advise.

This is probably what is happening.
If the Sky is turned off here, that means that the HDRi sky won't be visible in the rendering, it will only be used for lighting.

Just checking the "HDRI" box in the Layer Wizard only makes it visible in the Layer Wizard preview window, but that does not turn the Sky on for the rendering. You'll notice that the Sky box above is still not checked when you leave the Layer Wizard.

The thought there was that you might want to visibly rotate the HDRi from the layer Wizard only to change the Sun position in from the HDRi image, but you still might not want see the HDRi sky in the background.

We added that "Make HDRi Visible" both to let you do both, it will turn the HDRi on in both the preview and the rendering.

We probably should have duplicated the Sky check box on the Layer Wizard to make this obvious. I'll make a note to do that.

See if that is what the problem is