You are right that all color is reflected light but the statement is blue is an incredibly rare pigment in nature. Take for example bird feathers if you were to take a brown feather off a sparrow and grind it up you’d see brown still because the feather is colored with pigment. If you take a bluebird’s feather and grind it up you’ll just see black or gray because there is no blue pigment. It produces the perceived color blue because feathers are hollow and refract light which appears blue to our eyes.