It was about increasing realism in terrain (or any open zone) maps regarding transition between actual map, and skybox.

While it still remains an optical illusion, that would make a very cool effect which, with design genius, makes it possible to see the real map and the skybox as one object where all polygons seem to be perfectly joined.

Excuse the mspaint horror, after all it's a concept.
And a picture does a lot of explaining.
Image

The SkyZoneInfo must be a locally processed actor, so it's default RemoteRole would be ROLE_None.
The SkyZoneInfo should be moved, so no bStatic and no bNoDelete.
The SkyZoneInfo doesn't need to hook into a PreRender method, since it belongs to the map, it will Tick() before the player does.
Edit: there is one little problem, due to ticking before the player does, the special SkyZoneInfo will be one tick behind when it comes to relocation.

[s]Now ultimately, if we're splitting the map in different zones, instead of making many skyboxes, we add many movable SkyZoneInfos around the same skybox and use a script to link the play zones to each specific skybox.[/s]
EDIT: Silly me, if the SkyZoneInfo moves and both zones are cojoined, there's would be absolutely no need to use more than one SkyZoneInfo.

This can be applied to almost every map that tries blending terrain and play zone, i'll give you one of the greatest possible examples within UT Stock maps:
LavaGiant, just take a look at the lava in the middle, and the lava from the outer zone (not sure if expressing myself clearly here).
