Yeah, but it shouldn't look that way. Those results are simply wrong. I tested similar setup myself and it's clear that there's diffuse component present when there shouldn't be any. I guess that's a limitation of non-physical hacks, which environment override surely is. Mind you i'm on Corona 12U1H1 and it's possible that this was fixed in Update 2 like maru suggested, so it's worth updating and test again.
BTW, i find that if you go in to developer settings and change lights sampling mode from default MIS to BSDF, then diffuse component mostly gone, but result is ugly, so i'm definitely not suggesting doing so.