What if the holes are just letting the air out?

So, sorta like Skyrim?

Remembering a short story from Asimov. The robots were convinced stars were fake and were merely far away holes on some surface. Turned out it didn’t matter the machines couldn’t tell the difference about the world around them, they still did there job. (Like most Asimov stories the question is more important than the ending)

AFAIK, that was the first idea people bothered to write down?