I think it's just such a delicious blue, no matter the intensity. I see it as a bit of beautiful luxury item, because it's not so easy to find indigo dyed things. But I was watching Collectors tonight (oh! Such a great TV show!) and a lady specialising in japanese fabrics (she had the sweetest antique pattern books, and handpainted embroidery thread spools) said that indigo was a colour reserved for the working class in Japanese feudal society. Imagine! And she showed off some kimono and helmets with designs based on tattoos. The working class in nineteenth century Japan were really, really heavily tattooed, such that tattoo imagery was influencing fashion! Double imagine!
And should you want some pretty almost-sky coloured yarn of your own, Etsy is a rather good place to look. There's this, or this, or my favourite, this.