Uh, we capitalize Pacific Ocean, we capitalize the Sun to refer to this Sun of this Solar System, we capitalize the Moon to distinquish it from other moons rotating other planets.
Well the sky isn't really a "thing", it's just what's above the Earth's surface after a certain point. "Atmosphere" would be a closer analogy, though that runs into the same problem as "Internet", in that it can refer to any gas layer over the surface of a planet, or it can refer specifically to Earth's. Likewise, "ocean" is uncapitalized if it's referring to the general concept, but if you're referring to an individual ocean or if you're of the mindset that all the oceans in the world are really part of a single Ocean (or World Ocean), then it would be capitalized.
I think you're right that actual usage of capitalization for any of these words can be pretty arbitrary, though, regardless of how they're "supposed" to be used.
Well, I've never seen anyone capitalize Ocean. Pacific Ocean, sure, but that's for people who are being formally specific. I live about five miles from the beach in SoCal, so the ocean is just the ocean. I only need to say it's the Pacific Ocean when I'm specifically differentiating it from another one. Similarly, I'd probably only capitalize the Internet when I'm comparing it to other internets.
Atmosphere is a better word for the purpose of my argument, I agree. Also, I just thought of another one: why don't we capitalize the Radio any more? It was at one point, and it's pretty similar to the internet categorically.