Because the color of the sky is determined by a shifting mixture of wavelengths, not a single shifting wavelength.

Basically, the scattering process that "remove" blue from the spectrum also removes green, albeit to a lesser extent. There are some greenish and yellowish wavelengths in the sunset sky, but they're dominated by red, so the overall color appears red or orange.

In order for the sky to look noticeably green, there would have to be something that scattered reds and blues, without significantly absorbing green.

If you try to interpolate between sky-blue and orange using graphics software, the result depends on what "color space" you're using. If your software interpolates based on hue, you might see green (or purple) in the middle. But that's not physically realistic.

A realistic model is to interpolate each wavelength of the continuous spectrum separately. Interpolating in RGB color space is a crude approximation to this. And if you try the experiment, you'll see that the midpoint between sky-blue and orange is a kind of muddy brown, not green.