I've never seen a Klingon wearing blue, or in a blue ship. Maybe they hate blue things? Everything is red or brown or green.
I guess the Blue Man Group isn't welcome on Qo'nos.
On the issue of do Klingons hate blue, I feel like noting Worf was married to a Starfleet officer who wore a blue uniform. And had a brief relationship with another.
If the Klingons hate blue, it would explain why they hate Starfleet on the DSC era.
You know...
Because...everything's blue and stuff.