Well, that’s not going to happen to me again at least. -_-
While working on a new 3D project, I was puzzled that the HDRI image doesn’t load in my Blender Scene. I spent about 15 minutes googling and comparing with my previous works, only to eventually find out that I had set the World Scene to Image Texture instead of Environment Texture.
So that’s the answer, if you are wondering why your HDRI image isn’t showing in your scene, despite looking at the Rendered View and unchecking Film -> Transparent, this might be what happened.
Thank you for checking out my Blender Note! I am by all means a beginner in Blender, so I do not feel qualified to label this post as a 'tip' or 'tutorial'. However, I decided to upload this note for myself, and hopefully it can be useful to others as well.