Construction implies strength and cohesion, as for the sky, it is a firm and stable ceiling. Allah (swt) says in other verses:

 {وَالسَّمَاءَ بَنَيْنَاهَا بِأَيْدٍ وَإِنَّا لَمُوسِعُونَ}

(And the heaven We constructed with strength, and indeed, We are [its] expander.) (Adh-Dhaaryat: 47)

It is a n elevated compact building, AllAh (swt) says:

{ وَالسَّمَاءَ رَفَعَهَا وَوَضَعَ الْمِيزَانَ}

(And the heaven He raised and imposed the balance.) (Ar-Rahman: 7)

Allah (swt) raised it above people’s heads so it would not fall down. Heaven and earth are our means of living; the earth carries us and we live on it, the sky is above us and it is well-constructed, compact and welded together. Allah (swt) says:

 { وَالسَّمَاءِ ذَاتِ الْحُبُكِ}

(By the heaven containing pathways,) (Adh-Dharyat: 7)