"'But how!?' I hear you cry. It's simple! You have to attune your mind to the instincts of the beast! When a creature is driven to attack, you can see into its soul. When you overcome it in battle, you absorb some of its aether and make its power your own!" - Martyn going over the mechanics of how Blue Mages learn their abilities.

Appears that you do need to kill the enemy in question to absorb its aether, similar to SMNs and primals, I suppose. I'd chalk up learning stuff from Azulmagia a result of gameplay personally.