People pray looking to the sky because they're praying to the heavenly father, the pure consciousness. You are that pure consciousness but your ego, senses, etc. create a sense of separation. Your mind can affect reality, but most people don't know that or how the process works, so they're told to pray in sincere faith to the Father, which they do bowing their heads to the sky or looking at it.
Faith is the key to the Father answering your prayers. You can reach a point where you'll just know, you won't have to rely on pure faith, if you put in the work though.

>>513748260
https://www.ancient-origins.net/myths-legends-asia/dyeus-pater-0011264

>>513600419
Yeah, the Sky Father. His Shakti, who he is one with in the Lord, is the Earth Mother. When you pray to God above in heaven you pray to the Sky Father. El is the primordial consciousness from which all the other Gods form from and are ultimately a part of, that's why he calls the assembly of the Gods in Psalms. "Elohim".
When you look at the sky you see what seems like infinite space. To the Aryans that understood the concept of Brahman, they were looking at the boundless consciousness of God. Taoism puts this in a very simple way that anyone can grasp: from the one (Wu Chi, unknowable) came two (Sky Father and Earth Mother) who gave way to 3 (the Son, both of them combined) and from the 3 came the 10000 things. This 3 also produces the duality you perceive, attaining non-duality is to truly know God and become a Xian, an immortal. Xian are spirits who live in a land without death, disease, or suffering of any kind, and they accomplished this through alchemy.