I think a not insignificant part of the "underwhelmingness" of both landscapes and skies stems from how Odyssey handles exposure.
Here's an ice planet I happened to have nearby just now:
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Looks kinda cool, but the image seems a little flat and dull looking. It's even worse with the helmet on.
Here's the histogram:
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That's a pretty low-contrast, somewhat underexposed image. The absolute top highlights are only about 80% of the way to the top of the image.
If I'd taken this as a photo, I'd probably boost the levels to something like this. Using up more of the range.
View attachment 234483
Which looks like this:
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Which gives us more icy-looking ice, more shadow detail, and a more airy-looking sky. On Earth, at least, this would usually be close to how the eye sees it, as the eye adapts automatically to light levels within reason.
Arguably, FDev are trying to give the impression of dark, distant, dimly-lit planets (and ice planets do tend to be further from the star). This planet is only about as far as Earth is from Sol, but the parent star is a dimmer M-type. However, in real life, your eyes adapt to dimmer conditions to balance out the difference, and the darker look doesn't make it look alien so much as underexposed.
I'd suggest boosting exposure on planets for all but the furthest bodies (1000s of LS out, or orbiting a brown dwarf, etc.) as one way to boost the look of them.