In this video, I will recreate the issue/bug in 3DS Max, that will cause a V-Ray Sun to appear in your scene randomly, explain why this is happening, and then explain how to deal with it.
Note: At minute 3:00 I wanted to say: "...And this file has a V-Ray Sky..." not V-Ray Sun, and just after it at minute 3:06 I wanted to say: "...there is a V-Ray Sun in the scene..." anyway, it's fixed in the video caption if you turn it On.