Most commercially made blue cheese dressings have two carbs or less per serving making it generally keto friendly. For the reasons listed above though, I'd rather just make it at home. Once you start really reading the labels for commercially prepared dressing, you may be surprised. There are a lot of filler ingredients and preservatives to make things shelf stable. And certainly some have added sugar and many have crappy vegetable oils. If you're really interested in a "clean" keto, whole foods keto diet, I'd stay away from those as much as possible. Especially if you tend to eat a lot of salad like I do!
For example, Ken's Steak House Chunky Blue Cheese brand that's shelf stable lists its first ingredient as soybean oil...awful for you for many reasons as previously discussed. Lighthouse brand is found in the refrigerated section so you might think it's better. Its first ingredient is canola oil, also awful.
So here we are thinking we're eating a healthy salad, but then topping it with inflammatory oils. You can find prepared dressings that have real ingredients like Primal Kitchen. Unfortunately, they do not have blue cheese as of this writing.