Sunset in Santorini was definitely one of the highlights of our Odyssey cruise as well. Hearing about your tender experience makes me glad we bought the Key. We walked down the donkey trail after sunset. Took a little while, but avoided the lines, and there were great views of Odyssey lit up in the bay on the way down.
All the other ships in port sailed before sunset, and not all Odyssey sailings stay late. If you find one that does, seeing the sunset up there is totally worth it, even if you have to wait in line to get the tram back down.