They look blue, but they have no pigment. The appearance of color is generated by iridescence, as explained at Ed Yong's Not Exactly Rocket Science:
These little orbs are iridescent – they use special layers of cells, arranged just so, to reflect colours with extraordinary intensity. This trick relies on the microscopic physical structures of the cells, rather than on any chemical pigments. Indeed, the fruits have no blue pigment at all.More at the link about the evolutionary aspects of this adaptation. Via Ephemeral Curios, a science- and nature-oriented blog by a TYWKIWDBI reader.
In the animal kingdom, such tricks are commonplace – you can see them at work on the wings of a butterfly, the shells of jewel beetles, or the feathers of pigeons, starlings, birds or paradise and even some dinosaurs. But in the plant world, pigments dominate and structural colours
were thought to be non-existentare much rarer...
It was collected from Ghana in 1974 but it’s still as vivid as ever. (Unlike pigments, structural colours don’t degrade, so the fruits will retain their sheen for decades to come. Some fossils still keep their iridescence.)..
As light hits the top layer, some gets reflected and the rest passes through. The same thing happens at the next layer, and the next, and so on. Provided the layers are exactly the right distance apart, the reflected beams of light amplify each other to produce exceptionally strong colours. The technical term is “multilayer interference”. Or alternatively: “Ooh, shiny!”