I love BioShock, i've played both games, and i'm psyched about Infinite.
However, yes, i feel the sky is "fucking boring" for a setting for this sort of dystopian world. I think a lot of the intrigue and hostility from BioShock's atmosphere came from this strange, almost alien underwater world. The mysteries of the deep are still something unsettling to a lot of people, and being in a brightly coloured open-air world, no matter how high up, just does not have that same feeling of oppression or mysteria. In fact, the water on top of Rapture almost made an all too symbolic gesture about literal "oppression" in that it was causing pipes and indeed the whole city to sort of collapse under its own pressure. The water was just waiting to crush everything Ryan built and bury the city beneath the ocean waves, forgotten by time. I don't get that same feeling with Infinite. It feels like they've taken an atmospheric social satire that flirts with horror and turned it into a surreal paradise. We'll see how it turns out.