I am not sure what you mean, can you explain? Turning lights on and off in the LightMix doesn't affect the image? Adjusting values for color and intensity in the LightMix doesn't affect the image? Something should have appeared in that list of lights in LightMix that is missing?
EDIT - if you mean the sky is checked but doesn't show in the image, does it show if Rest unassigned is checked? How is your sky set up? Corona Sky? HDRI? If HDRI, what is it plugged into material-wise?