I don't think so.

We tend to think the sun sets toward the equator. So when we are further north of the sun, we think it should set toward the southwest. If you looked at the spherical trigonometry invovled, you'd see that it's more a factor of the sun's declination, i.e. when the sun is in the North, it sets closer to Northwest. As the sun and the observer both get further north, then the differences get larger.