For me, I prefer the blue skies, even though I understand where you're coming from. The blue skies over Cloud City just feel good to me (this is kind of difficult to explain). It has that element of the familiar, while still being foreign and futuristic. Changing all the shots from a blue sky to yellow or another shade doesn't give me this same feeling. Cloud City has always been light and airy, and I think the bright white clouds and blue sky convey this feeling perfectly. Changing to darker clouds and an alien looking sky throw that off for me. The "city floating in clouds" is alien enough for me that changing the planet's atmosphere completely isn't necessary.

On the same note, I also prefer grey sunglasses to amber. The extra yellow added to my field of view just doesn't feel right to me, while the darker grey or simple light reduction feels right. Not the same thing as changing a shot in a movie, but maybe that helps you see where I'm coming from.

Just my two cents.