The sky lacks detail, that's true, but from that height ground should be seen. Maybe not as much as in the mock up, perhaps placing the horinzon a little lower could work and still preserve the sense of scale of the walker, but never have it be taller than anything else on the planet.
For reference, the shot when Luke's speeder passes through the AT-AT legs and then heads up is taken from a similar height and mountains get seen as well.
Glass/Something in the cockpit would help to make it look more real.