"I'm having a curious problem with my Olympus XA2. I've gotten two rolls back, and I'm noticing that shots where the sky figures prominently in the scene are dreadfully underexposed."

Thats pretty telling. Most cameras will underexpose if there are large amounts of sky, you should definately use the +1.5 for these shots. If all the shots are under-exposed, change the ISO.

However, heres two things to check.. 1. Check the window just above the lens. Make sure it is clean. As you change the ISO you should see a slit change size behind it.
2. Check the batteries. You should use Silver Oxide batteries. Alkaline batteries do not offer a consistent voltage.