The MR sky shoots it's own photons (seperate from the sun) and just to confuse things moe the manual states:
NOTE
mr Sun and mr Physical Sky can inherit parameters from mr Sky even if the
latter is off.
The sky portals gather sky light only, not sun light. I think I read somwhere that sky portals work best when the sun isn't shining through them?
Also make sure that you delete or don't save the FG map between tests, as this will transfer the lighting info.
I hope this helps...