If you shoot manual and raw, there are ways you can fix those things. But you need to understand what you want to achieve before you take the photo and then do the right things in post processing. If you go for jpg and auto, the camera is making choices for you and those might simply be the wrong choices for what you want to achieve.

There is no right or wrong. Generally the sky is not the most important thing. So cameras will expose for the subject below the sky. In a high dynamic range situation (outside scene with sunlight), that means over exposing the photo. The Fuji will actually under expose, which is a good thing. But then it immediately throws the baby away with the bathwater with the one size fits all tone curve it applies to produce the jpg. Try shooting raw + jpg. It's usually fixable in the raw version if the jpg is over exposed.

With raw, you'd expose such that the sky has no blown out highlights. And then in post you adjust your tone mapping to bring up the darker parts without destroying the sky. There are many different ways of doing tone mapping and a gazillion ways you can configure that. That's because different scenes call for different ways to deal with over/under exposed areas.

If you expose correctly, use the aperture appropriately for the lens, scene, direction of light, pick the right lens, etc. you can control the outcome. But it requires knowing and understanding how all of that interacts. You can get very different results for the same scene just by fiddling with aperture and exposure.

The mark of a good photographer is that they don't spend a lot of time in post and instead switch lenses to deal with different scenes. They know how it's going to come out before they click the shutter. It used to be that they wouldn't even see the end results until after developing the film. So, they'd be measuring light and calculating optimal aperture and exposure settings given the scene, light, and lens. Modern cameras make this a lot more interactive and easy. If it looks alright in the digital view finder, it probably is alright. If you have an SLR, pay attention to the exposure indicator.

If you are not interested in doing or learning that, stick to your smart phone. The lens and sensor are not amazing but the camera AI is probably a lot better than what comes with your bigger camera and it will compensate by doing smarter things in post processing.