@BRUCErulz -- The "sky" part refers to heaven. The relationship Jackson sings about has been dead for a while, yet they haven't left each other yet, so it lingers on. It is late for the sky, the afterlife. It means the relationship is dead, yet has lingered on unnecessarily after it's death, and should be put to rest.
And as feralhamster pointed out, Jackson uses the imagery of being late for a morning plane to emphasize the anxiety and fear he has over this lingering, dead relationship. He really should be leaving, but he is very late in doing so.
@BRUCErulz -- The "sky" part refers to heaven. The relationship Jackson sings about has been dead for a while, yet they haven't left each other yet, so it lingers on. It is late for the sky, the afterlife. It means the relationship is dead, yet has lingered on unnecessarily after it's death, and should be put to rest.
And as feralhamster pointed out, Jackson uses the imagery of being late for a morning plane to emphasize the anxiety and fear he has over this lingering, dead relationship. He really should be leaving, but he is very late in doing so.