Visibility of World Outliner doesn't affect skylight. But it affects other kinds of lights like Point Light, Directional Light.
I found that USkyLightComponent::CreateRenderState_Concurrent() doesn't check in bHiddenEdTemporary as below. (ULightComponent::CreateRenderState_Concurrent() used by other light types checks the variable, though.)
I changed the code to check bHiddenEdTemporary as below. And it seems to fix this issue.
There's no existing public thread on this issue, so head over toAnswerHub just mention UE-66870 in the post.