"Airplanes also fly in the sky."
The particle を can also be used with action verbs and translates to something like 'through', for example: 森を歩く (mori wo aruku) means "to walk through the forest." The forest is being walked through, so the verb still takes the forest as the direct object. I hope this helps/makes sense.
(!) Take this all with a grain of salt since it's mostly just conjecture and inference.
We have this construction (albeit less common) in English: - ride the train vs ride ON the train
There are others, even if it's sort of uncommon: walk the park, run the track
You might even see a title like: "Fly the sky, with United Airlines"
The point is the direct object when used with a movement verb acts as a medium. If you drive a bus and you literally are acting upon the bus. The bus is both the receiver of the action (object) and the medium for the action.
So, 公園を散歩します the park becomes the medium for walking
空を飛びます the sky becomes the medium for flying
The subtle difference between using the ～て-form of the verb (とんでいます) vs. the standard polite form (とびます) is that the て-form indicates an action currently in progress. E.g. 「ひこうきがそらにとんでいます」 means "an airplane is flying through the sky" (like, right now) while 「ひこうきがそらをとびます」means "an airplane flies through the sky" which is more indicative of a general behavior rather than something happening at the moment.
Using に makes the sentence sound unnatural. Even though に is a "location" particle (among others), you can't use it for the sky, which is not confined to any one location.
So you might ask, is there a case where に can be used for the sky? Yes, for instance, when you want to say "I see an airplane in the sky."
Literally, it means "In the sky, an airplane I see."