I have concluded main quest now three times and every time I have wondered what mist we are trying to get rid of in Sovngarde? There's no mist at all and sky is clear already so I wonder why we have to clear skies before facing the Alduin? Is there mist which only the dead can see and because of that dovahkiin doesn't see it? I really can't get the idea why we are clearing skies which are clear already and aren't changed in anyway after the shouting.

The blue mist you can't see through? I've been to Sovngard four times and it's been there every time.

No I haven't seen it even once. Skies there have always been already clear for me.