Sea and sky are fairly transparent, but have an apparent blue color.

The sky is blue because of light scattering. Rayleigh scattering depends on the fourth power of wavelength, and so is much more intense for short wavelength blue light.

There is a good explanation here:

http://hyperphysics.phy-astr.gsu.edu/hbase/atmos/blusky.html

The sea also has some blue from Rayleigh scattering, but it also reflects the sky. It appears more blue when the sky is blue. Absorption of light by organisms and dissolved salts can also change the color of the sea.

Since the solid materials of the "land" are essentially opaque - we see the colors that are reflected, and not the colors of light that are absorbed.

As long as the particles are much smaller than the wavelength of the light (all gas molecules would be much smaller than any visible light) and do not absorb any of the light, then the effect would be the same. If you have an absorbing molecule like NO2/N2O4 (these are in equilibrium) that is common in photochemical smog, it imparts a color - in this case reddish brown (look at the edge of the sky on a smoggy day and you will see the color!).

On Mars, there is often a lot of reddish dust in the atmosphere - these large particles that absorb light that is not red have a larger effect than scattering. But when dust free, there is a blue tint to the Martian sky (check the NASA true color images!) Dust storms on earth make the sky tan or brown in color. Large water droplets scatter all white light about the same - so clouds look white in the sun.