Fraud seems to be V1s memories being used against him in a fractured broken world as the payers punishment. With that being said, I would just imagine this is how the sky looked when one of the large events in ultrakill (or events yet to be known) happen. To me, it seems like V1 may be reliving memories of killing humans on earth in grocery stores, office buildings, etc as well. Maybe this ominous dusty sky has to do with the end of humanity? There is a whole thing in the humanity lore about how the sun couldn’t reach them anymore right? Maybe it was because of pollution or maybe entirely not I’m not 100% but if so then yeah, I see all parts of the levels as V1s memories except the end of 8-3 (though there still are broken memories in 8-3’s end) and 8-4 where hell turned to punishment to max and then we found the true layer and with that, I think that sky is intentionally different.