We see that Diagon Alley can be accessed through the Leaky Cauldron, by apparition and the Floo Network. In the movie, Death Eaters fly through the Leaky Cauldron and into Diagon Alley. Would it not have been simpler, if possible, to access Diagon Alley through the street's open sky?
I'm not sure we have ever seen anyone enter Diagon Alley by air, but we have seen someone leave by air:
And then at last, by the combined force of their spells and the dragon’s brute strength, they had blasted their way out of the passage into the marble hallway. Goblins and wizards shrieked and ran for cover, and finally the dragon had room to stretch its wings: Turning its horned head toward the cool outside air it could smell beyond the entrance, it took off, and with Harry, Ron, and Hermione still clinging to its back, it forced its way through the metal doors, leaving them buckled and hanging from their hinges, as it staggered into Diagon Alley and launched itself into the sky.
—Harry Potter and the Deathly Hallows
If Harry, Ron, and Hermione could fly out on a dragon, that would seem to indicate that there is nothing preventing one flying in or out of Diagon Alley.
Why wouldn't someone do so?
- Flying around London risks exposure, particularly during the day.
- It might be a bit rude to land in the middle of people doing their shopping.