Why is my Finder Blue now instead of the dark gray?
It's probably because the Finder has some transparency to it. It'll blend in the gray color with whatever is under it, so you probably have a background (or something else) under the Finder window with that blue/purple color
macOS Big Sur (11.0) adds an option to toggle this setting in System Preferences &gt; Allow wallpaper tinting in windows, so you can turn it off now if you want to (provided you update, of course)
Here’s the control to change the color of Finder’s tabs: