Yeah, the sunsets as currently modelled in ED on worlds with "tenuous" atmospheres appear a few different colours I think, not just blue. Whether it's accurate or not I'd hope Odyssey will be the same.
So Mars is red during the day due to dust in the atmosphere but blue grey at low light.
solarsystem.nasa.gov
And seems most would have various blue shades depending on the gases in the atmosphere
www.space.com
So Mars is red during the day due to dust in the atmosphere but blue grey at low light.
Dust in the Martian atmosphere has fine particles that permit blue light to penetrate the atmosphere more efficiently than longer-wavelength colors. That causes the blue colors in the mixed light coming from the Sun to stay closer to Sun's part of the sky, compared to the wider scattering of yellow and red colors.
The effect is most pronounced near sunset, when light from the Sun passes through a longer path in the atmosphere than it does at midday.

Sunset at Mars' Gale Crater (Curiosity) - NASA Science
NASA's Curiosity rover captured this sunset view at Mars' Gale crater in 2015.

And seems most would have various blue shades depending on the gases in the atmosphere
Any planet whose atmosphere is dominated by gas will follow a similar pattern of longer wavelength-colors becoming more dominant at sunset, Ehler said. On Uranus, for instance, the gas particles of hydrogen, helium and methane in its atmosphere scatter the blue and green shorter wavelengths while absorbing (but largely not re-emiting) longer red wavelengths, according to NASA. This creates a bright blue sky that turns turquoise at sunset as blue light is scattered away relative to the longer, greenish wavelengths.
If a planet's atmosphere is dominated by something other than gases, everything about how the sunset appears is going to be different. Take the blue Martian sunset. "The density of atmospheric gas is only about 1/80 of what it is here," Ehler said of Mars. "The scattering is dominated by larger particles of dust."

What color is the sunset on other planets?
Earth often has rosy and peach colored sunsets, but that's not the case on other planets.