Why does the sound icon turn blue sometimes?

Solution 1:

The blue sound menu icon means that at least one application is trying to output sound but is unable to do so because the sound is muted.

Solution 2:

This is similar to this question and my answer there. To summarise

Red: denotes critical issues
Orange: denotes critical warnings
Blue: denotes pure information.
Green denotes that something is "now OK", or "approved".

Hence the sound indicator is blue to indicate just "information" i.e. something has happened.

What this "information" is depends on the indicator - the ayantana team didnt specify where this "information" should be reported.