Cannot get Oracle sequence to be used with SQL Loader direct path load.

I attempted to load approximately 3 million rows from a flat file into a 10g database using SQL Loader direct path load. In order to generate a primary key for each of these rows I used a simple SQL expression which gets the next number of an Oracle sequence and assigned that to my primary key column inside the control file. The strange thing is no primary key was generated for each of these columns as I see the sequence was not advanced. Furthermore when I try to run a query to find the count on those rows which have this column as NOT NULL ,I get the total of all the rows even though on inspection this column is empty in each of the rows.
As far as I know, in the control file for a direct path load I am able to use a SQL Expression that returns simple scalar data which a NEXTVAL on a sequence does. (Oreilly Oracle SQL Loader The Definitive Guide p.184)
Does anybody why my primary key was not generated and furthermore why is this column in a query appear to be NOT NULL when in fact it has nothing in it?

Daniel,
I appreciate your response alot.
Now a follow on. You say that SQL*Loader is the fastest way to get data into Oracle Spatial even though the conventional path. How does SQL*Loader do this? Doesn't it use OCI?
I just can't help but think that coverting my data to SQL*Loader format, and then having it parse it and send it to the database in some form must be slower than me just sending whatever SQL Loader sends to the DB myself using OCI. Am I missing something?
The SQL Loader documentation seems to suggest that SQL*Loader just turns the input into alot of INSERT stateemnts. If so, can't I just do this?
My performance with OCI and INSERT statements isn't very good, but I believe I am doing one transaction per insert. Might I be as well off to concentrate on fine tuning my OCI based code using INSERTs?
I will actually do some time tests myself, but I would appreciate your opinion.
Once again thanks for the great info you have provided.

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