[![enter image description here][1]][1]Here my wife holds a globe with the moon in view.  I carefully processed in a bit-mode to find the curve of light on the globe and drew perpendicular lines.  Plainly we can see that the moon-lite side is facing the sun in the same direction of my globe.

The illusion is due to the sun being so far that the difference in angles shown in the drawing would not be noticeable. Imagine two planes where both of them contain the sun and moon, the level plane would be how an observer would see the moon when both the moon and the sun were at the horizon. The tilted plane is how an observer would normally see the moon high in the sky even though the sun was at the horizon during sunset. The observers on both planes would see the same half-moon shape even though the relative heights in the sky vary greatly.  This construct might only work for quarter moon illuminated.[![enter image description here][2]][2]


  [1]: https://i.sstatic.net/WvOM5.jpg
  [2]: https://i.sstatic.net/S2QrE.jpg