Some formats liek jpg or tga write the physical sky into the file. That means your background will be visible. Tiff´s and Png´s for instance come with an additional alphachannel and the physical sky will not be visible there. And since the Physical sky is no actual geometry it will not be part of the render in those specific fileformats.
There are several posibilites:
1.) rerender and change fileformat, which I dont suggest.
2.) leave it as it is and do the background in post. Create a image color gradient in photoshop or after effects. Not sure if you can create that in premiere.
of course it all depends on your animation and if you have lots of camera movement with ups and downs then the static backplane will not work. For this, you can create
3.) a new render! Hide everything in your scene only let the Physical Sky on and rerender it and save it as a tga or jpg (I reccomend tga)! Now you have your Background and can composit it into the animation!