HDRIBackdrop renders black in Windows build, works in Editor

In my simple test scene, the sky portion of the HDRIBackdrop renders black when I package the project. And it’s not completely black but seem to have a subtle grid overlayed on top

Works well in Editor.

Here is a screenshot: Imgur: The magic of the Internet

This is what it looks like in Editor: Imgur: The magic of the Internet

Anyone know what the issue might be?