It is not blue. When you look around the sunset it is red.
The reason for both colors is the same.
Light is scattered by particles in the air. Based on the size of the particles, light with short wavelengths (blue end of the visible spectrum) is scattered (refracted) more, while red wavelengths pass through.
So when you look at undeflected light (sunrise or sunset) you see it after all the blue has already been scattered out on its long path horizontally through the atmosphere.
And the people way in front of you look up and see the scattered blue light that's not reaching you.
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