Right now blue stuff isn't reward for breaching hell, the opportunity to colonize it is. There should be some celestial plane all the way up, with its own unique features. Maybe hell features bottomless pits into which you can dump anything you don't need, there should be heavens pit, if someone falls through them he lands on the ground unscratched, or maybe just opposite, anything falling from skies creates huge explosion on impact. While former would enable paratroopers which would be hilarious, the latter would let nobility to earn some respect amongst fellow dwarves.
As for too hight definition, it can be fixed as say 50 levels above the highest point of embark, with currently maps having 100-140 z-levels no one would miss 30 levels of stone if depth is reduced.
And of course breaching skies shouldn't be just building 50 staircases. Maybe something like this:
-you build huge tower and discover the roof of the world. But you can't just dig through it.
-you search for the heavens gates just like the way to hell, and build your way there.
-possibly there should be other obstacles, i.e. the heavens gate is undigable ice wall that isn't affected by temperature of biomes on the ground, so you'd have to bring some magma to melt it.