I like to bring up something OP didn't say, the "heavens" were supposed to be perfectly still, but then the Earth revolves around the Sun. And how come I can't see the "heavens" if I fly up there?
Heaven isn't in the bounds of the physical universe, that's why. Flying up would just put you in space. You'd probably die without the proper gear, as a sidenote, you can't just go flinging yourself into outer space. :o
Then again, I suppose that's how you look at it. Some beliefs state that the Heavens are atop of this world, however, much like, say, a four dimensional object, we can't see it in our 'three dimensional' world, but we still are inside and a part of the bigger picture.
Because you can't find something that doesn't exist in the physical world?
Kalph summed it up nicely here, as well.
Regardless if you are religious or not, the heavens being in the sky was sort of a metaphor, being blue skies and the sun as relaxing, comfortable things to be around.
This, too