Preview is through the preview render engine, based on OpenGL. OpenGL does not support image based light, so there is a light in the environment scenes so that you can see something during preview. The light is discarded during render. All environment light in these scenes comes from the background. You can of course add more local lights when the scene requires them.

Same holds for the background in preview. OpenGL does not support it, so an environment sphere is used during preview and ignored during render.   

On PolyHaven you find a wealth of environments, including nighttime shots for reduced light. Visible backgrounds work best for large spaces. 

The HDRI is used in 3 shaders:  Render background/light, preview light and preview background. You can change the HDRI used in all three shaders in one go via 'replace all identical maps' | 'in scene' option in the texture manager.