There is some science related to this phenomenon. The starting point is to remember that white light from the Sun consists of a range of wavelengths.
Each wavelength corresponds to a colour, and it is the impact of the wavelength on the retina of the eye which gives the sensation of colour .
The order of the spectrum is : ROYGBIV (Richard Of York Gave Battle In Vain), where the shorter wavelengths are Green, Blue, Indigo and Violet.
Normally, we would receive all the wavelengths with the same intensity. However, when the Sun is low the light travels much further to us than it would travel when it is directly overhead. Now, the atmosphere contains gases and other particles, including dust and pollution! These small particles scatter light.
The shorter wavelengths of the spectrum, are more easily scattered than the longer visible orange and red light.
By the time the light reaches our eyes this scattering has been so extensive that there is only a small intensity of the other colours heading our way. What remains is the longer wavelengths, red, orange, with some yellow! These escape most of the scattering process.
This scattering is done by a number of particles in the air....
1. Gases : such as Oxygen and Nitrogen
2. Clouds : these can contain water in solid, liquid and gas states.
3. Pollution : particles, including dust, from our polluted planet!
Most of the scattering is done by very small particles, about the same size as the shorter wavelengths of light. This is about 400 nanometres. These small particles scatter blue light in all directions. The longer yellow, orange and red wavelengths ae virtually unaffected, and they pass direct to the observer.
The first extensive studies of the absorption and scattering of light was done by scientists in the 19th century, including Lord Rayleigh (1842-1919). He was a professor of physics at Cambridge University and the Royal Institution of Great Britain. He was awarded the Nobel Prize in 1904, for his work on sound and the scattering of light.
I have included some views of sunsets, taken in Arizona, USA. Some of the most spectacular sunsets are viewed after a thunderstorm or rain, or when there is a large amount of dust in the air, blown upwards by the wind. When this happens, you can only stand an gaze in amazement at the spectacular views.