In fact, the sun at sunset which appears to be above the horizon is already well below the horizon, precisely because the atmosphere is less dense at higher alt

In fact, the sun at sunset which appears to be above the horizon is already well below the horizon, precisely because the atmosphere is less dense at higher altitudes. See https://www.feynmanlectures.caltech.edu/I_26.html https://www.feynmanlectures.caltech.edu/I_26.html Fig. 26-7 (Presumably this is also true at sunrise, so the day is longer than it "should" be from purely geometric considerations.)