If someone got here by searching for BP_Sky_Sphere on UE 5, it took me a while to figure it out but its not actually missing on UE 5.0.2 at least, but its hidden.
Go to the menus at the top of the screen > “Tools” > “Class Viewer” > Now go the to “Place Actors” window > Search for Sky > Click and drag to the “Viewport”.
I hope it was helpful 