Placing CesiumSunSky in UE sublevel

Hello!

I have the Cesium World Terrain on my UE project’s main, persistent level. I would like to create a regular UE sublevel of that persistent level to hold CesiumSunSky, so that it can be separately checked out in our repo by the lighting designer. When I create the sublevel and add CesiumSunSky, I see that the GlobeAnchor component is added. So far so good. The editor view shows the Cesium World Terrain lit by CesiumSunSky as expected. Great. But when I preview the game via Play mode, I get a black screen.

Why?