Blues for an Alabama Sky, by Pearl Michelle Cleage, has been around for 25 years, but only now has the Keen Company given it a New York debut. Still, Cleage’s work, about black artists struggling in 1930, during the Harlem Renaissance, is as relevant today as it was a quarter-century ago. Poverty, discrimination, abortion rights, violence, and the everyday hustle to make it are still real issues in 2020.