The painting technique where the sky appears lighter in color than the foreground is known as:

AERIAL PERSPECTIVE.

In art, especially painting, it refers to the technique of creating an illusion of depth by depicting distant objects as paler, less detailed, and usually bluer than near objects. It also modulates color to simulate changes effected by the atmosphere on the colors of things seen at a distance.

On simpler terms, it is the effect you get when far away objects take on the colors of atmospheric haze.