Well, if you check the image you will see that the sky replacement offered by PS CC is replacing parts of the birds bodies as some areas are similar to the sky values.

Correction options:
► Use a mask based on:
 → Create a bird selection then create a mask
 → Create a white mask, use black (hides) and paint over the birds
 → Tweaked luminosity mask.
► Use an eraser on the sky layer to let keep the birds intact*. This is the preferred (simpler) method in this case, as the layer then does not have the weight of the mask**.

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* Best option is to save the selection then recall it to delete the precise area if using different sky options.
** Every mask adds to the PSD file size, proportional to the final image used. This is depending on the size (pixel Hsize x Vsize) and color depth. Learning not to depend on masks is important, the blend-if (or layer style) is a much better option once you learn it well.

Well, if you check the image you will see that the sky replacement offered by PS CC is replacing parts of the birds bodies as some areas are similar to the sky values.

Correction options:
► Use a mask based on:
 → Create a bird selection then create a mask
 → Create a white mask, use black (hides) and paint over the birds
 → Tweaked luminosity mask.
► Use an eraser on the sky layer to let keep the birds intact*. This is the preferred (simpler) method in this case, as the layer then does not have the weight of the mask**.

----
* Best option is to save the selection then recall it to delete the precise area if using different sky options.
** Every mask adds to the PSD file size, proportional to the final image used. This is depending on the size (pixel Hsize x Vsize) and color depth. Learning not to depend on masks is important, the blend-if (or layer style) is a much better option once you learn it well.