Usually I add the HDRI to the Sky, and I can now see the benefit of adding the Colour Correct.
But they then go on to link the HDRI to the Scene Environment.
I have created a light material with the Color Correct map and connecting it to the Scene Environment, overriding the whole environment, as then you can have a seperate Sky object for your visible environment. I'm just not sure if it is the same thing. It seems to work, but is it the same as how 3ds Max is interpreting things?