Wordnik gleans from a few dictionaries and puts all the definitions on one page. Some of the definitions of sky found there include:
sky (n.) n. The appearance of the upper atmosphere, especially with reference to weather. Often used in the plural: Threatening skies portend a storm.
sky (n.) The apparent arch, or vault, of heaven, which in a clear day is of a blue color; the heavens; the firmament; -- sometimes in the plural.
These entries show that a plural form is acceptable, as you've noticed; however, they don't delve into when might be the right time to use the word skies. The best I could find about that was in Cambridge:
skies [ plural ] the sky in a particular state or place:
For weeks we had cloudless blue skies.
We're off to the sunny skies of Florida.
Near as I can tell, it's okay to use the plural form when you are referring to the weather, or to the sky in a particular state or place. That said, the plural wouldn't be mandatory in these cases (although you may have to tweak the wording); these sentences are also grammatical and idiomatic:
- A threatening sky portends a storm.
- For weeks we saw a cloudless blue sky.
As for this one:
- We're off to the sunny sky of Florida.
I think skies sounds more natural there, but I don't think I can deem the singular as