They're also cooler to wear. Bee suits get surprisingly hot even when white. The heat in the suit on hot summer days was the worst aspect of beekeeping for me. Bees show a lot of interest in blue anything so you don't wear blue overalls as you also tend to get more accidental stings (crush injuries to bees and things like that), and once one bee stings the pheromones released makes the hive more on edge. Mostly, the odd accidental sting won't rile the hive too much if they're a good breed and/or handled often but it does kinda tend to snowball.