Because during the day it's called the "sky", at night the sky isn't there anymore and all you can see is the stars and space, but the thing is the sky is still there. And the "night sky"... that's two words. What's one word? I've never heard of it.
Since Middle English borrowed an old Norse word for cloud, it's just been
The atmosphere and outer space as seen from the earth; the place in which clouds, stars, and the sun and moon appear, esp. as regarded as a great canopy or vault
If that's confusing to you, just think to yourself "Where's the moon?" "It's in the ____." It should come pretty naturally to say "sky" even though when you think about the sky you usually picture the daytime version.
If you want to be misinformed about it, you call it the firmament, based on a Latin translation of a Greek translation of a Syriac misunderstanding of a Hebrew word for expanse. The image is of a great firm ceiling above or around the Earth, beyond which lies the empyreal realm of elemental fire.
You could possibly use the word
twilight to refer to the night sky.
Hazel could barely see him in the dim light of twilight.