This blue is the light that got lost. Light at the blue end of the spectrum does not travel the whole distance from the sun to us. It disperses among the molecules of the air, it scatters in water.
Water is colorless, shallow water appears to be the color of whatever lies underneath it, but deep water is full of this scattered light, the purer the water the deeper the blue.
The sky is blue for the same reason, but the blue at the horizon, the blue of land that seems to be dissolving into the sky, is a deeper, dreamier, melancholy blue, the blue at the farthest reaches of the places where you see for miles, the blue of distance. The light that does not touch us, does not travel the whole distance, the light that gets lost, gives us the beauty of the world, so much of which is in the color blue.
-- Rebecca Solnit, in A Field Guide To Getting Lost –
For my own biblically inspired, [yet entirely whimsical] take on the origins of the blueness of the sky, see my poem → The Firmament.
Have a great Thursday!