Adjusting Lighting Rig Rotation manually only affects the sky and not the lighting

In the Preview Scene Settings, adjusting the Lighting Rig Rotation setting manually doesn't affect the lighting. It only affects the sky.

1. Open QAGame in editor.
2. Open a skeletal mesh in Persona.
3. In the Preview Scene Settings, expand Advanced Options.
4. Click and drag the Lighting Rig Rotation slider.

RESULT:

The sky rotates, but the directional lighting does not.

EXPECTED:

For both the sky and the lighting to rotate.