I don’t think that this is the reason why I had the impression this was an error.
My first association with blue is not error, and the ones here were blue from the beginning.

I think I expected the color to disappear when I clicked somewhere else. This is how, for example, the dropdowns of advanced search or the dropdown for groups at /u work:
Now there is a clearer difference in the colours between clicked and selected, but I still have this feeling