Yes, this is supported at the moment. In my experience, not all 3D applications that import USD files will successfully load the sky, but the HDRI itself is exported so it can be manually set up if your app doesn't import the sky data correctly.
A few updates on this one, with USD in Toolbag 4.06 this is now easier. 1. You can export a copy of your scene as USD and import it into another scene 2. USD supports all of the light types in Toolbag, including the Sky 3. If you export USD, the sky HDRI image will be saved out - useful if you need to extract the sky to…