The effect of the sun is always shown, even if there are buildings or landmass in front of it. In regular (patched) San Andreas, as soon an object covers the sun then it's effect is hidden as long an object keeps covering it's position in the sky.
I have no clue if it's related to the sun effect itself, or maybe those models doesn't have some sort of flag that says the sun should be hidden. I tested it in Liberty City, specifically at Cedar Grove looking to the airport @ 19:01. As the first screenshot clearly shows, the effect is enabled even if the landmass is blocking it, thus making it look like the sun is down there instead in the sky.
The last two screenshots shows how the effect is supposed to work in regular (patched) San Andreas.
