An addition to koi’s response, the lighting also gets changed by the atmosphere. If you use a reddish skybox with an atmosphere, basically everything would be also slightly reddish. It’s the lighting’s attempt to ‘correct’ shadow colors. You can override it with OutdoorAmbient, ColorShiftTop, and Ambient. It is best you change OutdoorAmbient.
OutdoorAmbient, Ambient, and ColorShift are all black. See how the shadows change depending on the color of the skybox? Yes, that’s what I was talking about.
It seems to occur only on certain colors for me, like on default colors, it is not as noticeable. It’s probably just an unfortunate color combo, because it is build based on a real life building.