Am I missing something? It seems like the "Recent Searches" option is not in Sky.
This is available now! If you click in the search bar at the top of the page in SKY view, the "Recent Searches" will open underneath it, and that list now includes ALL recent searches, including full searches, advanced searches, and saved searches.
Thank you for the suggestion! I have updated the Idea title to reflect that recent searches from the Quick Find search are available as "recent searches", but searches generated from the Full Search window and from Saved Searches are not. We will look into it! In the meantime, you can find your recent "Quick Find" searches directly below the Quick Find box whenever you click in the box.
Can you not see your recent searches when you put your cursor in the search field? When I do this, a window drops down to show me my recent searches for that record type. Maybe this has been added since you raised your idea.