Well, they don't always come in blue, but it is the preferred colour for most manufacturers. Personally, I've seen and used green, purple, and orange toilet bowl cleaners. Each of these also had a different scent to them: green smelled like apple, purple was lavender and the orange, you guessed it, smelled like oranges.
As for a reason for why most of them are blue, it mainly has to do that most consumers are already familiar with toilet cleaners being blue. The blue toilet cleaner was used to clean your toilets ever since you can remember, so you will probably trust, and continue to use a blue toilet cleaner.
Another reason is the perception we have of cleanliness, and colour plays a major role in it. White and blue both fall into a category of being fresh and clean. We make this association because the colour white stains so easily, so if it's not stained, it's most probably clean. For blue it has to do with water, like in a pristine swimming pool or the ocean. Since most toilets are white, the blue complements the overall idea of cleanliness quite well.
