I have learned that in wildlife photography, gray skies are not good backgrounds and are to be avoided. Blue skies, blue skies with clouds, red skies, any kind of cloudy sky are all acceptable as background skies but a dull, overcast, colorless gray sky with a bird flying across it is dreadful. The weather changed constantly while we were at Bosque del Apache; we had winds and clouds and the threat of rain and clear skies and at times, the colorless gray lifeless sky. I found that in a couple of otherwise good shots the gray background was a killer until I managed to coax a bit of interest in the sky using the Dehaze filter.
I happen to be a fan of gray skies – perhaps from living in the Bay Area so long- and have been known to desaturated the blues in my skies. I think these look great!