We cannot reproduce it with the .hdr
It looks like the texture is imported properly.
AmbientCubemaps don’t automatically create a skybox - if you want that you either need to make a material looking up the ambientcubemap or you setup some funky inverse reflective materials (full metallic, far sphere mesh, normals are output inverted).
I assume you see the cubemap in a reflection of some object and that is rotated because the normals there are tilted.
That also would have affect on point lights.