There's no light sampling for constant skydome lights, just BRDF sampling. That's an optimization.
If you plug in an HDR, you'll see a difference in the number shadow rays (shadow rays are for light sampling).
samples = 1
| -----------------------------------------------------------------------------------
| ray counts: ( /pixel, /sample) (% total) (avg. hits) (max hits)
| camera 4799790 ( 9.26, 1.00) ( 90.41%) ( 0.01) ( 1)
| shadow 263152 ( 0.51, 0.05) ( 4.96%) ( 0.00) ( 0)
| diffuse_reflect 123069 ( 0.24, 0.03) ( 2.32%) ( 0.00) ( 0)
| specular_reflect 123143 ( 0.24, 0.03) ( 2.32%) ( 0.00) ( 0)
| total 5309154 ( 10.24, 1.11) (100.00%) ( 0.01) ( 1)
samples = 8
| -----------------------------------------------------------------------------------
| ray counts: ( /pixel, /sample) (% total) (avg. hits) (max hits)
| camera 4799790 ( 9.26, 1.00) ( 75.32%) ( 0.01) ( 1)
| shadow 1326306 ( 2.56, 0.28) ( 20.81%) ( 0.00) ( 1)
| diffuse_reflect 123069 ( 0.24, 0.03) ( 1.93%) ( 0.00) ( 0)
| specular_reflect 123143 ( 0.24, 0.03) ( 1.93%) ( 0.00) ( 0)
| total 6372308 ( 12.29, 1.33) (100.00%) ( 0.00) ( 1)
// Stephen Blair
// Arnold Renderer Support