UPDATE:
It does work with bundle exec jekyll build, and that’s what Netlify’s default command is, NOT jekyll build.
And I believe, my JEKYLL_ENV=production jekyll build command was automatically converted to bundle exec jekyll build under the hood. That’s what I see in my build settings, even though I saved the other one.
The fact that the guide doesn’t show the actual command and only mentions that the default parameters gathered by Netlify are appropriate, doesn’t help.