Do yourself a favor and click here and go learn about how the blueness of the sky (or even the existence of blueness!) is more an accident of advanced linguistics and color technology than fundamentally true — more nurture than nature. (And that’s just one segment, you might as well listen to the whole episode…).
So the tie-in to religion here is the assertion that “blue” never shows up in the Bible. “But wait!” you might object, “What about the tabernacle, with its ‘blue and purple and scarlet’ all over the place?”
Turns out, the lexicon entry for blue (ironically, that link is brought to you by BlueLetterBible.org) is not so clear:
1) violet, violet stuff
a) violet thread
b) violet stuff or fabric
2) (TWOT) blue (covering spectrum from brilliant red through deep purple)
For more Color-and-Christianity-related interestingness, see also here.