For sunset/sunrise It might need your location configured so that it knows when to (de)activate.
I think it can use system location (Settings → Privacy & Security → Location) to do so, but in my case I have location disabled.
Instead I use the direct configuration for night light. On GNOME, for vaguely Seattle area:
$ dconf read /org/gnome/settings-daemon/plugins/color/night-light-last-coordinates
(47.0, -122.0)
Another thing: Check your monitors’ color profiles are activated in Settings → Color and maybe toggle that off/on.