The blue one is to illuminate the console/cup holder area, the sunroof button labels are illuminated so there's no other reason for a little light except for ambient lighting over the console. go out on a dark night and let your eyes get accustomed to the dark...look down at the console then place your finger over the light. You'll see a big difference.
Think the light matches whatever colour your speeedometer display is.
Its just ambient lighting. Depending on model of car it will be a different color. I have a coupe touring and its ambient lighting is blue. Look down at the stick shift/cup holder area and then block the light. You'll see what its purpose is at that point.