In any view, the built-in HDRI objects are disappearing when you unselect them.
The only way i found to select them again is to use the "Select associated objects" on the Layer it was placed on.
Is this a normal behavior ?
Maybe you have turned off the Widgets in the view? Use shift+ctrl+w, which is the shortcut that will toggle between showing and hiding the widgets in a view.
I'm stupid.
Thank you Vangelis. <3