Why is the sky blue? I remember asking my parents that question as a kid. When the sun’s rays hit the blanket of air that encircles the Earth, they told me, blue light scatters more than other colors.

The new FX series went to Thailand to film a story that takes place in a hotter, wetter, more ominous world. By Mike Hale Mike Hale, a New York Times television critic, visited the set of “Alien: ...