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Weather can take place at different places in the atmosphere. It's not pleasant to fly through! Since weather is caused by the difference in pressure, pockets of different pressure will be scattered through the sky. It's like driving over a bumpy road. Pilots want visibility as well. Flying through clouds limits how much the pilot can see.

Pilots try to fly lower to avoid the weather, like taking a different road to a destination. They know that the weather has to stop somewhere, and assume it's gentler under the clouds, where there is better visibility and hopefully less turbenlence.