That’s a common issue with how Android handles “open with” intents. Not all apps register themselves to accept certain file types or URI schemes. Skybox probably doesn’t advertise support for the file type or protocol that CX File Explorer is sending, which is why it doesn’t appear in the list, even though other VR apps do.
You could try opening the video directly from within Skybox by browsing to the same network share or folder instead of using “open with.” Also make sure Skybox is updated, since some older versions didn’t handle external file intents properly.
If you want to check out more about CX File Explorer or contact their support, here’s their official site: https://cxfilexplorer.pro
