Of course this landscape has a sky. But everything in Zion National Park is so big that our human field of vision is somehow inappropriate.
It’s like the romantic landscapes of Caspar David Friedrich about which Heinrich von Kleist wrote that when looking at them, he felt like his eyelids had been cut away.
After a while, the desire to grab the widest lens in the bag and to take it all in fades. We become aware of a landscapes full of still lives.
This is in particular true for the eastern part of the park, where most hikes are off trail (and which is much less overcrowded).
Navigating this terrain is fun, but one needs to be careful. What appears easily accessible can well end in sheer cliffs.
Also, be sure to pack plenty of water. The trees will thank you for it.