Here is a screenshot of the same.
It indicates a bug.
See the corresponding documentation:
A bug is a bug or a defect. A defect is something that is wrong with a JIRA component, or that prevents JIRA from working correctly. A bug has the following properties:
It can be fixed by a developer.
It is not a security vulnerability.
It is not a defect in the JIRA product.
The reason for this is that bugs are often created by developers who are not familiar with JIRA.
The reason for the blue colour is that it is used to indicate that the issue is a bug, and it is the same colour as the background for the JIRA 'Bug' report.
As it says in the JIRA documentation, blue means a bug.