In 19th century anthropology - not exactly the most enlightened field of study - it was a popular notion that Ashkenazi Judaism had its roots in the Khazar kingdoms of this area, which themselves had deep Jewish roots. While that particular notion has aged out, it's indisputable that the Khazar kingdoms had Jewish kings and warriors among them, that they had familial roots reaching deep into antiquity, and that their numbers swelled greatly as the rift grew between Byzantium and its resident Jews. Indeed, this dynamic - Western Greeks and Eastern Jews - was to be instrumental in the story of Islam, a story perhaps for later.
Where did the idea that God is in the sky come from? I'm sincere because as a Hindu, God is unmanifest and immanent - existing in everything, i.e. God isn't just somewhere "up there" so it is weird how often I hear about Abrahamic religion referring to God in the sky. However I wonder if that is even accurate.
In Indo-European religion, the most powerful god was *Dyews, literally "sky" (later became Zeus in Greek, Jupiter in Latin). I think it has to do with the fact that "a sky god" influences a lot more things than other gods: the sky gives rain (harvest etc.), its sun gives warmth, it gives light, and the sky is literally always right above you, as if watching. Abrahamic religions referring to god as someone in the skies could have been a remnant from previous polytheistic religions where the sky god was the most dominant god.
Yahweh also originated as an Israelite warrior storm god, later merging with the head of the Canaanite pantheon El (from whom we get the word Elohim). And it makes sense to think of the storm god as in the sky.
The OP is very crude (and out of order, we're not debating Judaism being real), but to try to answer: it's not an inherent feature of the belief systems, it's related to the historical success of Ptolemaic astronomy (which permeates the text of the Gospels, e.g. "I saw Satan fall like lightning from heaven"). "High gods" are not anthropologically rare either.
