Because when the model is first created it uses a template that has the sky and ground style settings on.
Changing the default template afterward will have no effect upon the current model (as it’s style settings have already been loaded from the template that was the default when you first started it.)
So to change the current model’s styling, use the Styles manager panel. Click the liitle house icon to show the list of styles for the current model. Highlight the one you wish to change (in the Select tab,) then switch to the Edit tab.
You’ll see 5 little icons in a horizontal row. As you hover over them, you’ll see tootips that explain what sub-panel they activate.
You want the center one labeled “Background Settings”.
On that sub-panel you’ll see checkboxes for Sky and Ground, as well as color swatch buttons for these and Background.
After making any edits, you’ll see a couple of circular arrows superimposed over the current style icon in the Styles panel. This means changes are applied temporarily but the style needs to be updated. So update the style if you want the changes permanent.
###SketchUp User Guide
At some point you’ll need to create a default template(s) of your own with the style settings you like or need.
BTW, your view above appears to be in Parallel Projection. It is easier to model 3D in Perspective camera mode. (This could be a reason why some of your model wound up below the XY ground plane.)