No, just "sky" is an accepted answer to this question. However, while we can talk about e g "seeing some sky", "a foreign sky" or "purple skies" (or use just "sky" in compounds and collocations) I suspect that "the sky", as "the thing above our heads", is by far the most common translation, and in that case it does need "the".
If you had a "translate this into Japanese" question, I'm surprised 空 wasn't accepted. If you submit an error report, it will be.
If you had a "type what you hear" question, there's currently a conflict between the duolingo programming and the nature of the Japanese language that results in only one "correct" answer being accepted, so only そら would be marked correct until they can figure out a solution.
Thank you for the info. I no longer remember which type of question it was. I tried to submit an error report, but the options didn't include "my answer should have been accepted"; there were 3 unfamiliar options that I don't remember anymore. (Oops. Should've taken a screenshot!) I guess maybe that means it was a "type what you hear" question; this is the first time I've wanted to submit an error report on those.