> Correlation/Causation: lots of things in graphics rendering work because of observed phenomena.
As we are moving more and more towards physics-based rendering, engine are shifting from imitating what's observed to properly defining the world and its interactions and get realism as a byproduct.
The traditional (cheap) way of lighting stuff is to model ambiant lighting as some constant, regardless where light actually comes from, and render shadows as dark patches. It is not at all how physics work, so you need an artist with a good sense of observation to make it look right. The artist may suggest some blue tint for the shadows because it looks right.
The physical approach is to start with just the sun, no ambiant light, and simulate Rayleigh scattering, which will naturally give you a blue sky and blueish shadows. An artist can still be involved, but his job will be more about stylistic choices and evaluating corner-cutting techniques.