If I had to venture a guess why her skin is more normal color than blue, I would say for contrast. If her skin was blue, she would lose definition and just be a giant blue shape. By have a pale skin color, it makes her clothing stand out and her form more defined. Her hair has blue steaks and soft colors as well, they would lessen the ability stand out if her skin was blue. I mean, look at her hair, they spent A LOT of time on it. Just my speculation though.