In scenes where we stare out at what I presume to be the back side of Anor Londo (a portion of the city we see but never visit in Dark Souls) the sky is the same color as the perpetual sunset over Anor Londo in the first game.
Strauss presents a clever dichotomy in "At Sunset": The lovers are earthbound, strolling through a valley, but the music takes flight into the fading sky.