I agree with the OP. Unexplored land should be dark - it adds to the sense that you are a brand new civilization starting out and the known world stretches only as far as you can see.
This might seem like a small detail, but Civ crafts a sense of immersion the way few other games do, and this is a blow to that experience.
The known world does stretch only as far as you can see, whether it's clouds or black 'paint'.
I would think that having clouds would create a deeper sense of immersion.
Perhaps the best solution out of all this would be to add an option to turn clouds on or off.