Why isn't there any naturally occurring blue food?

The answer to your question involves some pretty complex chemistry, so I’m going to give just an overview. The color in plant foods comes from natural pigments. In general, chlorophyll provides green and blue-green; carotenoids provide orange, yellow, red and red-orange; and anthocyanins provide red, purple and various shades of blue. Individual pigments can differ considerably. One reason that there are so few naturally blue foods is that a combination of pigments is usually present in any given fruit or vegetable. Blue anthocyanins are chemically less stable than other pigments and are usually dominated by them. In order for the blue hue to predominate in the mix, it must have a slight shift in its chemical makeup. This is a rare occurrence. In the case of concord grapes, the mixture of anthocyanin pigments and the chemistry favors the blue hue. In other words, the blue pigment is there, the chemistry is right and you get a predominantly blue hue.