Blue pigments were just rare. There are very few natural ones and historically the synthetics have been costly and hard to produce, Han blue, Egyptian blue, Fra Angelico blue from lapiz... The later was so expensive it was mainly reserved for Mary's robes, so perhaps the spiritual association was due to expense. Fra Angelico blue is still expensive. 23,000 Euros a kilo from Kremer. Even new synthetic blues are expensive. YInMn blue is 208 Euro for 50g.

The real revolution in color was the invention of cheap synthetic blues starting with Prussian blue in the 19th century and led today by the ultramarines and phthalocyanine blues, which include our standard cyan used in every inkjet. When Prussian blue came out there were a few decades of artistic celebration at the dawn of a cheap, intense, and gorgeous blue. Hokusai's 36 Views of Mount Fuji is a particularly exuberant example of this new blue's early use.