Try the 24bit R8G8B8 option under the extra setting for export.
This will produce a smaller file size and less banding.
As far as why we have 6 maps instead of one cube map, I am not sure on that.
Rolfy's Galaxy Seed sky..(Cant really call it a box), is pretty neat set up. Maybe take a look at that and see if this is easier to deal with. I noticed that he only has one base2.dds map, and some others to achieve the splendid effect he got.
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 8gb RAM, Nvidia gtx660, Windows 7 Pro 64bit, Screen resolution 1680 x 1050.