When the Moon approaches the horizon, the density of the atmosphere scatters its light. Short-wave colors, such as bluish colors, can not penetrate it. However, the long wave colors, the orange ones, do reach us. For this reason, when the Moon sets, its white color turns reddish. The Earth's atmosphere is responsible for this phenomenon and also for us to perceive a blue color in the sky during a sunny day. Without an atmosphere there would be no scattering of light and the color of the sky would always be black. You could see the stars during the day, but you couldn't see the blush of the Moon at sunset.