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One of their main sponsors is Sky Italia, so generally they have a decent dig at the Giro (ten stage wins, top ten finishes etc). Vuelta is usually a significant target if they come up short in the Tour (2011, 2014). A bit like Armstrong, winning the TdF ensured maximum exposure back home, but Sky have slowly started to make real improvement in the classics and one day races, so I would hope they start to make a more serious tilt at winning other GTs, to firmly establish Froome as a great GC rider, rather than someone who only bothers with the TdF, winning it by bringing the best team money can buy.
That said, people complaining it was processional miss the nuance of Sky's approach: no sprinter, no-one in breakaways, no-one hunting stage wins. Doms for the flat, doms for the climbs, doms given days off to sit back of the bus to recover for key stages. Wout Poels looked very impressive but he would have been doing sweet FA during transition stages, sitting in the bunch out of the wind, saving energy until the mountains. Although it was processional, Sky's win was very clever.
Why would Sky/Froome target anything other than the tour?