Is it normal that you cannot see a bump effect when using only skylight for lighting?
Follow-ups
A: You need some diversity in the skylight color in order to make the bump visible - make one part of the sky darker than the other, for example, or simply add some objects to the scene to block the skylight in certain directions. This is because the geometry is, after all, flat; if the skylight is uniform from all directions there is nothing that would make the bump map visible.
Here are some examples:
uniform skylight: bump is not visible
non-uniform skylight (checker map), some bump is visible
uniform skylight with another object in the scene, bump is clearly visible