"It is dependent on your definition of sky. Defined as the upper atmosphere, it is possible. However, if visible regions of outer space are included in the definition, the possibility diminishes: a considerable quantity of celestal objects are so distant their light had to travel for thousands, even millions of years before reaching us. The sky can be reached, but you cannot go beyond it."

They're pretty sure they've had a conversation about this before, actually.

"This is true of our universe of origin, and data suggests it is true of many others. We are uncertain if it is true here." It seems ... unlikely? The part of the universe that isn't just void is fairly small. Concern about becoming lost in it has kept them from going out far enough to see that the sky is just a dome enclosing that part, but they would not be surprised to learn that is the case.