that is how it work for now. if your sky box image is a a perfect square (same number of pixels on x and y) then it will be a plane over the map. if your sky box image is a rectangle but not a perfect square then it will be a sky cylinder like doom. jessicochan said this may change to true skybox at some point in the future. for now you need to fade in skybox image at top and bottom to the fog color if you are using cylinder.
but for cylinder there will be a seam where the texture repeats on the west side of the map, atleast in all the testing i have done. the plane over the map (square image) is definately the easiest to look decent