Question

Why did they often say, "The sun never sets on the British Empire"

Answer 1

The phrase "the empire on which the sun never sets" has been used with variations to describe certain global empires that were so extensive that there was always at least one part of their territory that was in daylight. It was originally used for the Spanish Empire, mainly in the 16th and 17th centuries.

Answer 2

The British Empire had colonies scattered worldwide. The saying implies as it says there is always a British territory that is brightened by the sun. The saying is just to imply how extensive Britain's control was at the time.