I'm having more or less the same problem using a circular polarizer filter. I've attached a couple of photos with the problem... The photo with the boat has obvious banding in the skies, and the one with the yellow house has something similar going on below the clouds on the right side of the photo. Both were shot as JPGS.
I'm trying to find out how to prevent this, and possibly how to fix it in the photo. The problem gets worse as I darken skies in editing software. Any tips would be appreciated!
Thanks,
Matt