If this were happening to me, I would first inspect the selection to learn what is actually selected.
For example, when I select using Photoshop's Select > Sky feature, it rarely selects all of the sky. It almost always also selects portions of the ground, albeit in graduations of opacity as defined by a hidden mask. ( I make a lot of pictures of wide open landscapes, with aerial perspective fading. )
When I feel the need, I check by filling a mask with black or white fills to see the graduation of opacity in detail.
I find that even though Photoshop's select features are being promoted as features. I usually spend as much time hand-painting masks as I previously did.
Good luck.