Einstein predicted that the gravitational force can act on light. This was verified in one solar eclipse that light from a star near to the sun's disc bent due to Sun's gravity as predicted. Since Sun's corona is very hot, there should be hot gases filled beyond the corona through thousands of miles forming a convex-lens. Can it be refraction through convex lens that causes bending of light from the star rather than Sun's gravity?
Michael Luciuk's answer is right, but there's an even stronger reason for rejecting this hypothesis: refraction in the corona would be wavelength-dependent, but the gravitational bending due to the Sun has been measured over a wide range of wavelengths (at least from visible to radio) and has been found to be independent of wavelength.
Clifford Will's review of tests of general relativity is a good source for details on this. This particular test is in Section 4.1.1, but the whole thing is worth reading if you want to think seriously about this subject.