Sports rights are sold country by country. Any (legal) method of receiving a sports channel from another country would require first a blackout of any sport to which another entity has the USA rights and second a payment from Sky to the league (or whatever) for the USA rights for anything not currently on USA TV.
Given that you wouldn't meet the eligibility requirements (that you reside in Sky's service area), you would be participating in black market reception. As pointed out by SamCdbs, each market has its own way of accessing the content (or not) and you're only entitled to use your market's method. That Sky can't seem to work out a way to reach you isn't your fault but it doesn't change your ineligibility for their offering.
It is like licensing your car in another state to save money or get around other requirements (like emissions testing).