Translation:What is flying in the sky?
Good question. My understanding is that に is used when you're pointing out a specific location. Perhaps in the previous sentence you were talking about, を might have been used because sky was a more general area back then. を is after all, an Object Marker. So if the birds are interacting with the sky in general, I suppose を could be used. However, に is used in this sentence because they're asking a a very specific thing at a very specific place in the sky. Almost pointing at it. At least that's my understanding of it. Don't let it bother you if you don't like it. I myself am assuming things here, to be honest.