See how it instantly makes them look much bigger, further away and more natural. Our eyes are so used to this in our daily lives, so this trick is a really simple and effective way to make our audience feel that the objects in our scenes are really big.
This can be done with buildings and other objects as well!
Note that if the sky in your image is more blue, then the distance haze will be more blue. If it’s reddish, as on Mars, then make it more red. Try to match it to how your sky looks, so everything looks coherent – have a look at real images of mountains in Mars, or how desert mountains look like, how the far buildings in a city look like during the different times of the day, and so on. This will teach you a lot. Do some quick 30 min study paintings!
Have a look at the work of the amazing painter Albert Bierstadt. See how large everything looks – this is mostly thanks to his fantastic usage of oil washes – an oil painting technique that adds layers of slightly opaque white or blueish colour on the painting, successfully creating an atmospheric haze: