Keep playing. There are obvious flaws, like sky bleeding on the building, and pretty bright halo on the sides.
I find that is impossible to rely on photoshop sky replace tool, and Luminar is even worse still. In best case scenario it needs tweaking. If you your sky layer brightness is set correctly all you have to do is just set it to either darken or multiply, and select brightness cut off points, then mask further as necessary; and it always helps to have (or make cleanly) the original sky as close to white as possible and avoid any nearly blown branches, or lens flares, blooming, etc. It is a last resort option really when you have to get some building exterior to a client and it is horrible outside.
A mid ground super easy option is just to blend the top part of the sky. Clearly they have to be very seamless and similar or basically just adding a few little clouds...