What does it mean to be cool at sunset?

Generally, it describes an artistic conception or the mood of the author, not the weather.

Lyrics of Shuiyun Folk Songs: The sunset with residual temperature dissipated has taken a trip between heaven and earth. After wading through mountains and rivers, I stopped. You spread out my palm. I left a soft song, hiding love and hate. It was cool in the sunset, and I watched the sunset side by side that year.