Because it depends where it is. If it's high up, we will see it as white, if it's low at dawn or sunrise, it's yellow/orange/pink. It's just how our eyes work.
Eyes? No, it's simply because of the amount of atmosphere through which the sun's light goes. The sun produces all of the visible colors (white) however only the colors with the longest wavelengths (red, orange, yellow) make it through the longer stretches of atmosphere at sunrise and sunset. Also, sunlight is actually white but the colors with shorter wavelengths are scattered in the atmosphere. The scattering of the shorter wavelengths of light also causes the moon to sometimes be red in a lunar eclipse.
| Infrared | R O Y G B I V | Ultraviolet |
| | shorter wavelengths ---> | |
