In my opinion "Sky Captain" was intended to be cheesy and corny, as it was based on 1930/40s comic books and early sci-fi movies. There had to be scenes where action is broken with some dialogue, where female plays "I'm so emancipated and sassy" and the male goes "I'm p*ssed but still charming" style. Go and watch those silly 1950s "aliens ate my livestock" flicks.
You could just as well say "those halos coming from radio stations are so unrealistic", but these images had to represent art deco posters'n'stuff.
BTW: the moment when Gwyneth almost clinges to the chick of her Flyboy (while he reads the map in the cockpit) is far more sexier (in elegant old fashioned way) and romantic than stiff love scenes in Prequels, having dialogues uttered with Fran Dreschner-like voices of main characters, lol
(somebody please dub young Anakin!)