Orchids only come in that colour when they've been injected with dye. Vanda orchids can be bred in a bluish purple, but not a true blue – this is a dyed Phalaenopsis.
Here's a blogpost about it from the best houseplant blog there's ever been, now sadly mothballed. (Moth-orchid-balled? Geddit, because these are moth orchids, and FINE I'm not funny)
These days I believe they usually inject them. It's more efficient. If you ever see them for sale, have a close look and you'll usually see the needle mark.
It's injected into the stems – you can usually see the track marks if your eyes are sharp. All the flowers on the plant when you buy it will be blue, but if you get it reblooming, any new flowers will be white.
That's it! It's very common for people to toss these orchids rather than attempt reblooming because they're not expensive, so most people never see it happen.
Visit the Orchid Garden at the Singapore Botanic Gardens. I believe the world's biggest and most colorful collection of orchids – including all the ones that have been named after VIP visitors.
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https://www.youtube.com/watch?v=jW8UlrtcEac
https://orchidroots.com/display/summary/orchidaceae/100056035/