Hey rotwang,
This is the expected result when viewing the Scene Depth. The grey scaled lines you are seeing are from the BP_Sky_Sphere mesh and the distances related to the the curved faces of the mesh itself. The differences in shade indicate the distances close or far away.
This is also helpful when breaking up the scene when you are viewing a large level with the Sky sphere so you can determine what is in the distance.
View Modes - Buffer Visualizations
For further insight on the Buffer Visualizations, take a look at the documentation I have provided, and let me know if you have other questions.
Thank you,