In many cases with plants/flowers, the blue color comes from an acidic soil. If its in an alkaline soil, its pink. You can try to add something acidic into the soil. (I forget exactly what its called......maybe just acidifyer......but hopefully someone with more knowledge can tell you.

Having said that, I have discovered that many of my plants/flowers are not the color that they are purposed to be. Its frustrating. "Blue" in several of my flowers is actually pinkish/purple.

Anyhow.....maybe someone who knows more will tell you what to add to the soil (maybe copper sulfate??) to make it blue.
But....the good news is that it probably won't matter to the butterflies! :)

You can make the soil more acidic by adding sulphur. I know that the color of French hydrangeas is determined by soil PH - acid soil makes blue flowers, alkaline makes pink flowers, neutral makes purple ones. I've never heard of that being the case with butterfly bush.
Many of the pictures you see in catalogs and on-line are enhanced to make the flowers look more like the desired color. Most butterfly bush flowers are different shades of purple - the white ones and yellow ones being the obvious exception - but nurserymen always want to have the first true red one, or true blue one, or true pink one.
Another important factor is heat. My Ellen's Blue is a vibrant shade of almost true blue, only a slight hint of purple, in springtime. Now, in this summer heat, the flowers have faded. My roses do the same way - vivid colors in spring, pallid ones in summer. So, if you've been having hot weather in your area, yours will improve this fall and next spring.
Sherry

My Blue Chips are more of a lavender than a blue. That's pretty true of buddleias. Nanho Blue is more lavender. The truest blue is the Ellen's blue, which Sherry references above.

Thanks everyone for your input. I have garden sulphur for my hydrangeas, but like Miss Sherry said, I don't know if it works the same way for butterfly bushes. I have an Adonis Blue in my backyard that is pretty blue even in my alkaline soil. I think maybe this is just what Blue Chip looks like in my garden. I was expecting a blue similar to Adonis. Oh well! :)

mine is that strange blue like the adonis, they were in bloom last year at home depot and they were all blue too.