Yea,
Sky buy the copyright to broadcast programmes and sport etc in the UK, therefore they have to keep up the appearance of only offering it to those in the UK.
But every subscriber abroad is another customer, so it seems unlikely that they would ever want to do anything to cut down the number of subscribers using cards abroad via a UK address.
As for
Sky Anytime, I'm surprised they check the IP address, but if they do, then a UK proxy is probably your only option. However unless you know someone in the UK willing to set up a private one I doubt you will get a public free one that will work long enough to make it worthwhile.
If you try and view your account online or use Anytime what message do you get?