Main response will probably be "Prove it." With the likes of the Burj Khalifa, you'd need a good view of the horizon despite all the buildings around you, and a seriously fast lift. (And honestly I wouldn't be surprised if actually you just see the Sun setting behind house-level at the bottom, and ground-level at the top. It's a tourist trap, not a scientific study).
It's a fun question though, if there are reliable accounts of the Sun setting behind the horizon, rather than behind ground-level hills etc that you can just ignore at heights.
If those are supplied, most FE models would falter as they ought to have the opposite effect; the closer you get to the Sun, especially when it's a fair horizontal distance away, the harder it is to see the lit face of the spotlight. The model that has the best chance of an answer is probably Davis' non-Euclidean model.