The sky? Really?
Come on! Bioshock is not about weird environments, you can't just trade out water for sky and slap a "fresh idea" sticker on it.
It was about the atmosphere of horror, the underwater contributed to that, the idea of leaks were scary as shit, and the idea of what creatures live out in that ocean, and the thought that it's going to be hard to get out, helped the horror.
To escape this sky city, all you need is A FUCKING PARACHUTE.
Assuming you have a UINVENT machine in this game, I can't imagine that would be harder to make than a medly of weapon upgrades.