Yellow, orange and red filters lighten blue skies relative to the rest of the landscape. Just look at one's negatives -- the skies have less density (lighter!) The brightness of skies in a print will depend on how much exposure one gives the paper. Sorry could not resist.
My main filter use is a yellow filter in the Fall to darken (increase density) the representation of the yellows on the negative relative to the greens and browns...so that I can easily print them as white in the print.