RGB blue is a vibrant and beautiful blue--however--because we cannot print in RGB, the color has to be converted to CMYK. When RGB blue is converted to CMYK, it becomes a combination of 99.6% Cyan and 95.7% Magenta. This conversion results in a ratio of Cyan to Magenta that produces a purple hue, and this is how it will print.
RGB blue is outside of CMYK's gamut: CMYK simply cannot reproduce that shade of blue. The computer and software substitutes the closest color to it. Technically, that color is purple. It's best to choose your blue in CMYK, and to be careful how much Magenta is in the values range––especially if the Magenta is as high as, or close to the same value of Cyan.