To give mountains proper depth when you are painting you must account for the enormous amount of air in between you and them. Even on clear days, looking through 30km of air can look like 10m of smog. It's the same principle, but smog is a lot more concentrated. It is fun to paint all your mountains like a crisp photo out of a National Geographic magazine, however to make your mountains look real, the mountains furthest away from the viewer's eye need to be lighter and bluer(hazier). If your mountains are all relatively close to the viewer then, as you might expect, this is won't matter very much, but it is still good to know.
