Starting from a white background, what other color can it be?

It has to be a dark color, and blue is the darkest of the primary and secondary colors.

With 16 color displays typical at the time, you can use one of the 8 remaining "half brightness" colors. Dark red is still red, and red tends to mean that something is wrong, which is not the message here. Dark blue and grey do not provide enough of a contrast. Dark yellow and dark green look ugly, they use it in generic cigarette packaging for that reason. Dark cyan could have worked I guess, but that's still a shade of blue, so you might as well just use blue.

Go beyond the VGA standard 16 colors and many computers of the time may not render it correctly.