The sun lamp has always produced parallel light, so it didn’t matter where it was in a scene. Only the rotation of the sun lamp would determine the direction of the light rays. But I noticed that in Cycles in 2.75 that even though you set the rotation the way you want, if you move the sun lamp then it changes the rotation, as if the sun is trying to stay aimed at a distant target. It’s like it’s been locked to an object, something like when you lock the camera to an object so no matter how you move the camera it always points to the object. So is this a new “feature”, or a bug, or is there a way to turn this off? I used to like to not have to worry about moving the sun lamp around, because sometimes it was in the way or something, so once I had the angle set, then the light would always stay the same even if I moved the sun.
Seems to work as expected for me. Moving doesn’t change anything.
Sun works 100% as expected.
Check your lamp for any parents/constraints.
Supply a download link to a blend file that shows the effect described
I had just opened Blender with all the default values and settings of the installation file from the Blender.org website, so other than changing to Cycles render, I didn’t do anything but change the lamp to a sun lamp. However, when I ADDED a new sun lamp (instead of changing the default lamp to a sun lamp) the new, added sun behaved normally. But interestingly, when I opened Blender several more times and tried changing the default lamp to a sun lamp, it worked OK as well. It must have been some glitch in the way that Blender opened that one and only time… Anyway it seems OK now.