In Cycles, a sun lamp is treated as infinitely far away - only the angle matters, not the position. Other lamps have their sizes defined in blender units: a point lamp with size 1 emits light from a area with size of 1. But if a sun lamp at infinity had a size of 1 blender unit, the angular arc of that sun would be nonexistent.

Clearly, when you change the size of a sun lamp, shadows get fuzzier or sharper. But what does that actually mean? What are you changing?