Finding a durable blue for decoration was a challenge, so it tended to be expensive, and for archaeologists more rare to find.
I did a search and found this:
"Blue was imported to Pompeii from Egypt. In keeping with its origins, it was originally called ‘Egyptian blue’, but was later known as ‘Pompeian blue’. It was an absolute luxury – and had been used to decorate walls in ancient Egypt since at least 2,500 B.C. Even then, prices were determined by supply and demand; in Pompeii, blue was so highly sought after that its price sometimes even surpassed that of the astronomically expensive purple."
Egyptian blue information: