Such an interesting question!

The feathers of Blue Jay are not actually blue.Their blue colour is actually caused by a brown melanin pigment, which reflects blue due to the scattering of light through specialized cells. The brown color is from the melanin  in the feathers. Melanin is a pigment and for birds it provides more than colouration. It provides stronger feathers that are more resistant to wear and tear. In the garbs of their feathers  are finely arranged nano scale beta carotene structures with tiny air pockets that scatter incoming light, resulting in a specific color - in this case it is blue. The other colors are absorbed in the layer of melanin.

Even in the case of blue butterflies, the same thing happens. Structural color is responsible for this. So, there is a lack of blue pigment in the world.

Here is the link to more of this!

https://www.scienceabc.com/nature/why-is-blue-difficult-to-find-in-nature.html