I didn't downvote this issue but I can explain why the sky is visible even though the helmet is inside a building and why it shouldn't change.
Reflective materials are rendered using a map of the environment, this map is not updated for performance reasons, rendering the environment for every reflective surface would downright kill the framerate. This is why you can't see the walls or yourself in the helmet's visor. I don't have other exemples of such surfaces in mind but every reflective surface (glass, weapon optics...) will exhibit the same behavior. Sometimes games update the environment map for some objects when it's really important (player's character, player's car, weapons optics in first person ...) this is no such instance, imagine 10 players with the pilot helmet.

This feature is in no way urgent.

It could probably be possible to do something like that since the Kinect has a PC SDK, however this kind of feature would require a lot of work and is not the kind of thing you ask at the alpha stage. I also have doubts about the results you could get with a kinect, the device is made to work at greater distances than the one of a user in front of his PC (typically 1m-10m instead of the 30cm-1m you would get on a PC). Specific devices are being developped for this usage like LeapMotion.

The idea is good but it's more of a hack than a feature that needs to be implemented, it could however be implemented as a mod and i'd love to try it.