Sam didn't worry about Sky.
He just took off on Harbinger at his fastest speed and within a few seconds he is already off the island. He just moved in a random direction not caring much about the destination. As long as he reaches a place that has people are beasts, then it is a prospective place for him to act.
Only as he travelled over the ocean did he realize just how big the planet is.
That is part of the information that was left on this planet's description. Nowhere was it mentioned that this place is so huge.
Even after he travelled for over an hour at full speed, he didn't see any sign of the land. At his current level and using harbinger's speed… that is way too fast and he covered a lot of distance.