Be glad that far-away mountains look blue... that means you can breathe and not suffocate
Far-away object look that way, and there's no way around it... I often like to say that the single most important factor in long-lens performance is the conditions of the atmosphere... because it trumps everything else, even lens quality (price bracket).
The ways around it are playing around in the HSL panel, and a graduated WB filter in post - never tried a physical one, but it could be an idea.
More yellow at the top, of course.