Most maps generally have a sky box of some sort, be it a detailed 3D sky box and a landscape, or just a simple window. You don't specifically need one if you map is detailed to be indoors or underground, but it's extra important to convey open space in this situation. Some players will see the lack of a sky box and assume a junction-esque cramp-fest awaits them, so it's necessary to make it more obvious that there's plenty of room to jump around in.