That's exactly how a polarizer works on a wide angle lens. Polarization effectiveness on darkening the sky depends on the angle from the sun. With a wide angle lens the effect will not be uniform. Maximum effect is at 90 degrees from the sun. Based on the shadows in your photo you are pointed almost exactly 90 degrees from the sun, so this is exactly what you should see!
One way to at least partially remedy the non-uniform polarisation is to use a polarizer (much) bigger than your lens filter size. On my 14mm I carry two step-up rings 46-52-58 and a 58mm CPL in the end, this also works as a basic lens hood - the effect is not as pronounced as for example on the 14mm end of the 14-150 with native 58mm thread. Well, I could be wrong, but that's the impression I get. I would need to do more thorough testing though. Although with the step up rings the CPL is further away so angle wise it's probably only minimally different to having a 46mm CPL.
Even with longer lenses and stitching, the effect would be the same because for a successfull panorama you need to keep the exposure fixed, so the sky left and right will still be lighter. However with carefull post processing (as lightmonkey suggests) and using the round gradient on a layer mask carefully, you can darken the sky enough so that it looks homogeneous.