Sky
From Wittypedia
You've been fooled!
So yeah theres a load of atmosphere, not as much as in a Wham! concert (back in the day like) but still some atmosphere alright. Then at some point there is sufficient desity/light-scattering/distortion that to avoid confusion and headaches the brain goes "right, bugger it, i'm sticking something in there and im gonna call it sky".
To demonstrate the power of illusion we have projected flying planes into the sky, a ridiculus prospect in reality as planes are not only heavy metal objects but are also the wrong way around.
Historicaly it was Shepherds mucking about with the sky causing it at their whim to change colour.



