Blue raspberry flavor is because blue raspberries are a thing. They're more commonly known as whitebark raspberries (for the white color of their stems), or blackcap raspberries (for the deep, deep purple of their fruit), but they exist.
Because a lot of people aren't aware of this, particularly outside of the plant's native range, there's a number of urban legends about its origin, including that the raspberry flavorant had a blue color, or that it was for novelty.
There's also black raspberries, which are an even deeper purple.
(The reason the candies are blue instead of purple is probably because they're blue raspberries, even though they're not actually blue. The same reason a lot of blueberry stuff is blue, even though they're also more purple.)