The skybox material which is displayed in the lighting settings panel doesn't reflect the skybox material applied to the current active scene when more than one scene is loaded inside the editor.
With 2 scenes, switching active scene from one scene to the other won't change the skybox material displayed in the lighting settings even if they do use a different skybox material.

Expected behavior is that the skybox of the active scene is displayed in the lighting settings panel.

Note : Closing/Reopening the lighting settings panel displays the active scene skybox material.