Hello,
I had a similar issue and fixed it by uninstalling Photoshop through the Adobe Creative Cloud app. Then, I navigated to my profile folder on my Windows PC and renamed the old Photoshop 2021 folder. Note: I am taking about my user's profile folder NOT the default program files folder. I am sure there is something similar on the Mac too. Then, I reinstalled Photoshop using the Creative Cloud App and that fixed the issue. The second solution I tried BEFORE reinstalling Photoshop was to diagnose and identify the reason Photoshop 2021 complaint about not finding the sky files. I found that the sky file names Photoshop was trying to load was incorrect. I was able to replace two skies successfully but realzied replacing or renaming all the default skies would take forever. See the image below for details. As a result, I decided that reinstalling Photoshop was just faster. Again, after reinstalling Photoshop using the steps mentioned above and it fixed the issue. Can't tell you why this happened, but it's possible if you had Photoshop 2020, then installed PS 2021, and then uninstalled PS2020, that may have contributed to this issue. This is definitely a bug and hopefully Adobe's Dev team will see this message and address the defect in their app's registry reference.