Colours in nature normally come from pigments, which absorb most light wavelengths except those they reflect to give the colour we see. But the astonishing fact is that the blue pigment is very rare in nature. But you have seen blue birds, snakes and insects. How is that possible then?
To achieve a blue compound, we require a compound that absorbs orange light, orange being complementary to blue. However, orange light is of relatively long wavelengths, and for this reason, extremely large networks of conjugated multiple bonds between carbon, oxygen and nitrogen are required to achieve a blue colour. Therefore, compounds that absorb in the orange range are difficult for plants or animals to synthesise and hence very rare.
But butterfly, peacock and kingfisher all have a beautiful blue colour. How's that possible?
Blue feathers are not blue because they have chemicals but because of their structure. And that's why when you look it from a different angle the intensity of blue colour will change. Blue feathers and the wings of butterflies are blue because they have microscopic structures which are so well designed that these can only reflect blue light from a full spectrum.
Blue does appear in nature but primarily in the form of minerals rather than organic matter. Though few plants can produce blue pigments thanks to anthocyanins, most creatures in the animal kingdom are unable to make blue pigments. In reality, most of the time you have perceived deep shade of purple as blue.
In the past the scarcity is the only reason why the colour blue came to symbolise royalty. This changed only when organic chemistry discovered means of producing synthetic blue anthraquinone and azo dyes, and to synthesise the very few natural blue dyes like indigo. Now you also know why blue is a royal colour but others are not.