On location, especially outdoors, we don’t expect light from the sun to be white—we expect it to be a little warmer, a little bit orangish. So, it looks weird to us, and obviously “lit,” when we see white light outdoors, because we’re expecting something else. We fix that by putting a small amount of thin, orange gel over the flash head, but what if you don’t have a gel for your flash?
If you don’t have a gel for your flash, try setting your white balance to Cloudy. That will make the overall image warmer, and that will help the light from the flash look not quite so white.