Long Island is an island and you do not see the sunset setting over the water. You see it setting over Manhattan which is an Island. In fact if you watch the sunset in Manhattan (an Island) you see the sunset over New Jersey. To see the sun set over the water you need about 12 miles of open water in the direction of the sun which sets approximately to the west but only twice a year really to the west.
Then it must be my imagination when I watch the sunset over the water from Padre Island with less than 12 miles of bay to the west.