Yet again, I've tested this.
Yet again, my hypothesis is proven correct.
If you delete the sky, the game crashes.
If you create two skies and delete one, the game crashes.
The only exception is if you do this in such a quick succession that the game does not have time to render both skies or no sky.
And since the create and delete packet are separate, if there is high latency the client has a chance of rendering the sky incorrect and crashing.
This will cause crashes. I am willing to bet money on it.