IMO it's haze in ClOD making the sky opaque at a distance. Granted it shouldn't be that way all the time, but it's my understanding from talking to a few WWII pilots, that they haze back then too.
At least it's not like IL2 1946 where you don't see much haze, if any at all. In than sim it's more of a fog that burns off over time. Clear skies all the time is not a reality.