Szkatek: because the programmers never go out of the office and never saw the sky

lekiro: Actually there is sky, but Gods forgot to update it.

Quilleuts_one: Because its tibia and not star wars

Elais: Cipsoft thought that people who play Tibia rarely see the sky in real life so they wouldn't care about it in the game.

Dfer: Because if it existed, Dragons would fly over the cities trying to burn all the newbies!

rteger: Many living creatures are sensitive for weather changes. Now imagine Orshabaal or other demon angered by sudden weather change, caused by sky's existing...  :|

Ponisz: of course the sky exists, if it didn't how else would we travel by carpets? hahaha

Ushatek: Because there was not enough blue colour in Paint.

Princess Eagle: Because newbies would want to jump with a parachute.