This is my second ticket that's related to the same issue. The previous one got closed and "resolved" but I had expressed myself poorly and unfortunately the developer misunderstood my point. (http://feedback.arma3.com/view.php?id=7304)

Here's the issue that I meant:

In thick fog, you shouldn't be able to see the sky at all, just the fog. Eg. if the visibility was 200 m in horizontal direction, you should see just fog above you – no sky, no clouds, just fog (an example picture attached).

The sky could "glow" a little bit though, but nothing on the sky should be seen unless it's an object that's closer to player than what the current visibility is (eg. chopper flying over player at 50 m altitude while the visibility in fog is 200 m). {F18927}