The colors used to characterize noise always have something to do with its energy distribution over the frequencies. The noise energy distribution can be constant, it can increase or decrease with frequency.
In blue noise, the noise energy increases at 3 dB per octave. Thus, the energy density increases proportionally with frequency. Relative to an octave, the noise energy is constant, thus blue noise increases with higher frequencies. The energy density increases by 3 dB or by a factor of 0.7 when the frequency is doubled. The behavior is the reverse of that of pink noise.