(geeky answer continued)
It has something to do with the rods and cones in their eyes.
True. The cones in their eyes distinguish colors, but not all of them.
The red/orange end of the spectrum is left out of their eyesight and will appear gray or yellowish. They can see on the other end of the spectrum very well, where the blues and ultraviolets are. It just so happens that those wavelengths (blue and violet)are the ones present when the sun is below the horizon, and it appears to be getting dark to us. Pretty nice design for a primarily nocturnal creature, eh?