It IS nighttime in Marleybone, but it is also timed within the context of London during the beginning of the Industrial Revolution in the mid-1800's. Coal dust and soot were everywhere, and London was filthy, as was the rest of western Europe. So yeah, Marleybone is dismal.
Now I want to go read some William Blake poetry about chimney sweeps.
Who really cares about the sky in Marleybone? In real life you might look at the sky to see if it's gonna be a rainy day, but in a computer game? If you care about the decor, don't focus on the sky. focus on the stuff around you. As long as it's a fun world, who really cares?