Using the simple past tense may sound awkward in your sentence because you actually mean to describe what Sally was doing when you opened the door. This is a context where the progressive form may be more appropriate. It would be the same with another verb like "sit": do you think "I opened the door to find her. She sat on a chair, staring at the wall" sounds natural?
I think you will find that the past progressive form sounds better in this context:
I opened the door to find her. She was lying out on her back, staring at the ceiling.
I opened the door to find her. She was sitting on a chair, staring at the wall.
It is possible to use the simple past tense form lay to describe a state in some contexts. For example, I don't think "Sally lay in her bed, reading a book" sounds bad as the first sentence of an utterance, when you're setting the scene. But to me, the progressive sounds better in the specific context of your sentence, which comes after the sentence "I opened the door to find her."