I moved to florida from a different part of america and got the same impression, "wow, the sky looks huge!", and it took me years to figure out why:
1. There are times when there is litterally not a cloud in the sky, horizon to horizon. Blue looks bigger
2. Most of all though, and this is the one i never noticed: The sky looks bigger because There are no mountains in florida i think the highest level above sea level in the peninsula part of florida is something like 38 feet.
Normally where i'm used to living, somewhere in the distance there is a mountain on the horizon of some sort, and it makes the horizon sort of bumpy and jagged, but florida is just perfectly flat, its like a sea made of land and old people.