The blue light of the sky is technically the result of Rayleigh scattering of the sun through the atmosphere, which can be emulated (and often is these days! [0]), but fair; it's often cheaper and easier for an artist to model them separately. I was going for a classic physics demonstration to point out how simple sources can often result in beauty.

[0] The classic is Naty Hoffman's 2002 work on atmospheric scattering http://developer.amd.com/wordpress/media/2012/10/GDC_02_Hoff... , but it has been developed over the years, e.g. Sebastian Hillaire's work on both Frostbite https://media.contentapi.ea.com/content/dam/eacom/frostbite/... and Unreal Engine https://blog.selfshadow.com/publications/s2020-shading-cours...