I am not sure what you are expecting as far as I can see your scene is rendering as I would expect. You are a long way up, at least on the upper limits if not beyond the atmosphere of your planet, a viewpoint for which the atmosphere looks correct.
Your "Huge" mountains are exactly that HUGE at a guess something in the order of 100000m (100 Km), in which case they should be poking up through the atmosphere.
You can make the atmosphere "Deeper", look at the Height Control tab in your atmosphere settings and increase the Bluesky Exp. Heigh. You may need to experiment a little to get the look you are after.