Look at various parts of the sky on a clear day and you will see that it is not a uniform blue. Even if the sky is deep blue when you look straight up, near the horizon it is lighter.
This is partly due to pollution, but even in the cleanest air the sky is lighter near the horizon due to the effect of earth's atmosphere on sunlight. When the rays of sunlight enter the atmosphere, the atmosphere tends to deflect the light from its straight-line path from the sun to the earth, and spread it around the sky, a process that is called scattering.
If all the colors were spread equally the sky would look white, since all of the colors of light combined make white light. But the atmosphere does not spread all colors equally in all parts of the sky, and that is why the sky is not a uniform color.
The color that is most readily spread is blue. So when we look up on a clear day we see blue sky, since the sunlight has had to pass through the least atmosphere, and fewer of the other colors of light have been spread.
However, closer to the horizon the sunlight must pass through more of the atmosphere before it reaches our eyes. This gives the rays of other colors of light a chance to be spread so that the light reaching our eyes is more a mixture of all the colors and therefore appears lighter.