I do very little black and white photography, but when I work with landscapes and my goal is to convert the color into black and white, I think a black sky is particularly dramatic. When I photographed this Bristlecone pine tree in the White Mountains of California, the sky was blue. In converting it to black and white, I made the sky black for maximum drama. This was originally taken with medium format film, and I scanned the color transparency with an Imacon Scanner and used Photoshop to do the conversion.
When you convert color pictures to b & w, contrast is always lost. You must bring back the contrast with either Image > adjustments > levels, or Image > adjustments > curves.