I think I\'ve come up to an answer as to why the sky would be blue. Well, actually two of them.
Answer one: That\'s what the people in the art department painted the sky. Notice that it still retains the texture of rock though.
Answer two: It would probably be blue. Nitrogen, the most common element in the atmosphere, scatters blue light. If you use a telephoto lens and zoom in on a very distant object you will notice that the object looks bluish. That is due to the Nitrogen scattering blue light. If the ceiling in the large cave is high enough the blue light, coming from the crystal up top, would tend to get scattered about, thus creating a blue haze.
Have a nice day!