Why are so few foods blue?
Short answer
Blue color is not only rare in edible organisms - Blue color is rare in both the animal and plant Kingdoms in general. In animals, blue coloring is generated through structural optic light effects, and not through colored pigments. In the few blue-colored plants, the blue color is generated by blue pigment, namely anthocyanins. The reason for the scarcity of blue pigments remains unknown as far as I know. 

Background
The vast majority of animals are incapable of making blue pigments, but the reason appears to be unknown, according to NPR. In fact, not one vertebrate is known to be able to. Even brilliantly blue peacock feathers or a blue eye, for example, don't contain blue pigment. Instead, they all rely on structural colors to appear blue. Structural colors are brought about by the physical properties of delicately arranged micro- and nanostructures. 

Blue morpho butterflies are a great example of a brilliant blue color brought about by structural colors. Morphos have a 6-inch wingspan — one side a dull brown and the other a vibrant, reflective blue. The butterflies have tiny transparent structures on the surface of their wings that scatter light in just the right way to make them appear a vibrant blue. But if you grind up the wings, the dust — robbed of its reflective prism structures — would just look gray or brown. 

Similarly, the poison dart frog is blue because of the iridiphores in its skin, which contain no pigment but instead feature mirror-like plates that scatter and reflect blue light (source: By Bio). 

  
Morpho and poison dart frog. sources: Wikipedia &amp; LJN Herpetology

Similarly, in the Kingdom of plants less than 10 percent of the 280,000 species of flowering plants produce blue flowers. In fact, there is no true blue pigment in plants and blue is even more rare in foliage than it is in flowers. Blue hues in plants are also generated by floral trickery with the common red anthocyanin pigments. Plants tweak, or modify, the red anthocyanin pigments to make blue flowers, including pH shifts and mixing of pigments, molecules and ions. These complicated alterations, combined with reflected light through the pigments, create the blue hue (source: Mother Nature Network). 

But why the blue pigments are so scarce, seems to be unknown as far as I know (MNN, NPR, Science blogs)

Sources
- MNN
- NPR
- Photobiology