In addition to the symbolism discussed on the main page, there are several real life reasons for the association of blue and goodness:
Blue is Knightly
Blue has a long association with knights and the concept of The Paragon, to the point that in some langages, "blue" is used as a synonym for "good", often in the context of fairy tale princes. In Spanish, there's the term príncipe azul. It literally means "blue prince", but it's often used to mean "Knight in Shining Armor" or "Prince Charming". The Italian language has an equivalent of this expression: "principe azzurro".
Blue is Heavenly
As you know, the sky is blue, and heaven is up in (or perhaps past) the sky. Heaven, therefore, is depicted as having a lot of blue (see also, Heavenly Blue). This means that many cultures associated the color blue with gods, angels, and other things people consider good.
In The Bible, Moses made extensive use of blue in the tabernacle (such as in the Ark of the Covenant's covering, or in blue tassels). Judaism, as a result, regards blue (tekhelet) as the sacred color. As for Christianity, blue is frequently associated with the Virgin Mary - for western Catholic churches, this is because Mary is the "Ark of the New Covenant", while for eastern Orthodox churches it's meant as a symbol of her humanity. In terms of color coding, Islam is the odd one out in Abrahamic religions, since it prefers green.
As for Hinduism, Vishnu has blue skin and so do all of his avatars.
Blue Police
A lot of police forces around the world choose some shade of blue as the primary color for their uniforms. This dates back to the founding of the Metropolitan Police in London. There was a huge public opposition to having a government-controlled force of men on the streets. In one of the earliest experiments with PR, the uniforms were designed to be Navy blue instead of Army green, which had the connotations of a defensive force rather than an occupying army. This later became widespread around the world, and has continued to spread even more recently.
In American English, "The Boys In Blue" is a term for the police, and pro-police political factions heavily utilize this in their messaging, with things like the "Back the Blue" slogan and the "Thin Blue Line" flag. Traditionally, media has tended to depict police as noble champions of the innocent and the last line of defense against evil, tapping into this blue symbolism. While this view has been challenged with increase awareness of Police Brutality and the rise of the Black Lives Matter Movement, it's one that persists, especially among the "Blue Lives Matter" crowd, who use the blue symbolism to advance their vision of the good.
Blue is Patriotic
Blue is a prominent color in flags of the United States and many allied countries, including Britain, France, South Korea, and the Philippines, and in this media context blue is associated with patriotic heroes. With a long history of Color-Coded Armies, the "good guys" according to Hollywood History of the US historically wore blue uniforms: the Patriot army in The American Revolution wore blue and fought against the British Redcoats, while in The American Civil War the blue-suited Union army fought against the grey-suited Confederacy. This association persisted in the Cold War, where blue was the favored patriotic color, as red, also featured in most of these flags, was the color of the Dirty Communists. For this reason, Captain Patriotic and many heroes of the The Silver Age of Comic Books often wore blue, to subtly signal their patriotism.
