The sky might seem blue, but "blue" is a very vague adjective label. It can be used by English speakers to refer to any colour from cyan to indigo, rarely trying to distinguish intermediate tints and shades. Other languages tend to group colours differently. Russian and Greek, for example, distinguish between different colours that in English would colloquially be referred to as blue. Historically, the name for blue was the same as the name for green, not being distinguished until later, but things that English speakers would classify as green are still referred to as blue, such as the traffic light colour. Furthermore, colours are not perceived the same by all people, whether this depends on physical shortcomings or different upbringings. Colour is a very subjective experience, merely labelling the parts of the visible electromagnetic spectrum that seem different in the eyes of the beholders with different names.
So I would say that the sky is azure, at least during daytime.