The OP said underground, not on top of it, so there are no trees although there is likely to be water; oxygen is more of a problem than in the sky since extensive ventilation systems are required. Nobody is saying you have to be up in the exosphere for it to count as a sky dwelling, while they ARE saying you'll have to be in an enclosed area with nothing natural to circulate the air about if you're underground.In the sky there is nothing but some cold white fogs,It is really hard to breath in the sky,If you wish to live in the sky you would die very soon. And in the ground,There is everything natural. Grass,Tree,Water,Air and everything else that a normal human body needs.
YOU WON'T BE LONELY EVEN IF THE SKY IS FALLING DOWN~
DOWN DOWN DOWN DOWN DOWN DOWN
DOWN
I would create a massive flying city that would fly around the Earth terrorising countries everywhere. It sounds far more appealing than living in a cave underground.