Did a lot of reading, and apparently the D800 puts a lot of emphasis the focus point when in matrix metering. My old 5D on the other hand, besides having a rather limited matrix grid compared to modern cameras, would just look at the scene.
In order to avoid blown highlights, I used to (with the 5D) make sure a significant portion of the brightest part of the scene would be in the viewfinder when determining exposure and then recompose. This often meant exposing for the sky to keep highlights in check, and fix the rest in post if necessary.
The D800 seems to be MUCH more advanced (duh). Not only does the matrix metering do a lot better job evaluating the entire scene; it actually does what you would expect matrix metering to do, but with the focus point emphasis, you actually need to be a bit careful how you point the camera when metering.
Conclusion, I need to change the way I make the camera meter the scene.