The Effect is defined to turn On (Status FF) devices so the Action will not turn Off devices. The SunsetTo Sunrise time option makes more sense when used as a Condition for something like a Motion Sensor event where you only want the Motion Sensor On command to have an Effect during Sunset to Sunrise. A single Action allows the Motion Sensor to turn On devices only between Sunset and Sunrise.
For a specific time based event, I think you will need one Action with an Effect to turn On the devices at Sunset and a second Action with an Effect to turn Off the devices at Sunrise. Actions would need something like an Effect with If Then Else for a device On with the If and device Off with the Else and that capability does not exist.
You can use something like Effect 1 of an Action to turn On the devices at Sunset and then after a delay of some number of hours/minutes have Effect 2 turn Off the devices. Not as accurate as a second Action Effect turning Off the devices at Sunrise but it would be a single Action.