I also think that it's illogical,but someone else argued that usage such as "buildings in the setting sun" is common in English. Trying google, I did find such usage. Hence I am confused...
Buildings in the setting sun is a noun phrase, and can be used as a single noun. The bridge is in the sun is an independent clause that can function as its own sentence. Try this:
The bridge in the setting sun to the west stood in stark contrast to the wilderness and storm in the east.
I suppose 'sun-setting' may be meant to be understood as a newly invented adjective; if so, I think it's a lousy invention, which would be best forgotten.