HDR spheremap not appearing in scene

Hi,

I've done some searching on the forum for a solution to this but can't find anything, apologies in advance if I've missed a thread about it.

I created a spheremap from a .exr image by converting the image within Unity. The spheremap appears to be working correctly, certainly I can view it in the Inspector as a spheremap.

From this point as I understand it I should be able to add this newly created spheremap to my scene by dragging it into the Scene viewer window, at which point I should see the name of the spheremap replacing the contents of the Skybox and Sun text fields on the Scene tab of the Lighting panel. It should also appear as the background image in my scene altering the light accordingly.

Except nothing happens. I can see Unity thinking about something for a few seconds because the spinning wheel (I'm using a Mac) appears for a short period, but nothing happens after this, the scene doesn't update, there's no error messages in the console, it seems to be completely ignored and the default Skybox remains in the scene.

Am I missing something obvious here (entirely possible, since I'm a Unity newbie) or is this a genuine issue?

My system specs are:

MacBook Pro 2.8 Ghz, OSX 10.9.5, Unity 5.2

Any help would be greatly appreciated.

Thanks