Reproduces in: 2019.3.15f1 + 7.4.1, 2020.2.0a14 + Staging
Does not reproduce in: 2020.2.0a14 + 8.1.0

Steps to reproduce

1) Make a new fresh scene (Important), add HDRP from packman or in manifest, run the wizard.
2) Add a simple 3d object in the scene. Notice how it's not lit from ambient probe.
3) Go to Lighting -> Environment and add current sky volume profile and select its sky component.
4) Observe that ambient probe does not affect the 3d object.
5) Restart Unity and observe that is started working correctly.

Note: Restarting helps.Weirdly works now on 8.1.0. Missed by automated tests because happens only in a fresh project.