Samuel M. answered 10/29/19
Photo Professional Specializing in Adv. Techniques and Photoshop
Hello! You're not the only one with that dilemma. Unfortunately, you're running into the limitations of manipulating the image data. You can only lower the luminance value of one color so far before those bands start to show at areas were that color ends or other colors are also present. That's just how digital images work.
Here's a couple things to try, none are quick fixes, but might help you!
First, make sure you editing RAW images, not JPEG. JPEG is an already compressed format that lowers image quality and those bands will show much MUCH sooner than if you were editing a RAW images.
Second, if you're ONLY shooting b/w, consider using a red filter or buying a camera dedicated to greyscale imaging—Leica makes one, as do a few others. They aren't cheap, but the image quality is second to none. Seriously, they are insanely sharp and smooth in their tones. Using a red filter on your current camera will tone everything red and you will loose a few stops (2 ish) of exposure, but the red will filter out blue light, i.e. the sky. So once you convert to b/w the sky will be darker to begin with. This is't always the best solution on a color sensor though. Try it out regardless, red filters are cheap.
Finally, try a gradient ND filter if your horizon line in mostly clean (i.e. no messy, prominent object sticking up into the sky). You can also stack this with a polarizer.
Hopefully one of these helps! Good luck.