Sky IS see-trough. Only because VIS makes the engine not render the complete level at once you don't see other parts of the level trough it. Unless they are in the visible leafs, e.g. the engine thinks they're visible to the player.
It doesn't specifically happen when you put a ( textured brush in front of the player. I know, Pepper, this occurred in your second lobby map. The inside of the lobby was rendered by the engine because it was in the visible region at that moment. When you remove those { textured brushes, you still have the same effect. Solution for you: make walls that extend beyond the sky, so that the lobby is actually a building with walls on the side, and put sky brushes so that you can see this wall. Your problem solved and it looks like it's actually a building instead of a flat front wall with a lobby behind it.