I was puzzled recently when I did some test shots with my Canon A800 by shooting the same (landscape) scene with and without full optical zoom and with the camera program set to SCN - Sunset. (Sunset mode seems to produce really good DOF regardless of aperture and/or shutter speed.) The focus was equally sharp for both and the shutter speed for the zoomed shots was almost consistently double (or more) that of the non-zoomed shots. All of which seems somewhat inconsistent with generally accepted rules of thumb so I wonder if the camera is making some kind of 'intelligent' adjustments.
The Canon Powershot A800 IS features a variable maximum aperture from f/3.0(W) - f/5.8 (T). What this means is that as you zoom in the maximum aperture will be smaller, and less light will be allowed into the camera sensor. Exposure is combined of three variables, your sensor sensitivity, shutter speed, and aperture. If you zoom in, your maximum aperture will have to decrease if you are already in low light such as at sunset. Thus, either your film speed will have to increase, or your shutter speed will have to decrease to a longer speed.
You mentioned that your shutter speed doubled or more when you zoomed in. If this is the case, either the scene is becoming more bright from the sun, or the sensor sensitivity is being increased in the camera. The ISO(sensor sensitivity) is set to Auto ISO in the sunset mode of your camera, so this is possible as the culprit.
If you want to know what is going on for sure, take a look at the properties of one of your images and it will tell you the ISO, shutter speed, and aperture.