Three things come to mind, when it comes to corals or corallimorpharians (like your blue shrooms) appearing to shift color.
Lighting spectrum, like you indicated, is one of them. You can take an ordinary incandescent bulb/lamp, and temporarily shine it on the animal to check its color under a yellower kind of daylight (actually, even a good flashlight will help). If the color under that kind of lighting is more like what you remember back at the dealer --then either you adjust your lighting to suit your aesthetic preference, or not
Lighting intensity (in the usable spectrum) is a longer shot. Some shrooms, like
Discosoma coeruleus (syn.
Actinodiscus coeruleus) DO sometimes shift appearance slightly towards purple, possibly caused by an increase in BROWN zooxanthellae that they host. Insufficient light can prompt the shroom to boost its army of zoox, to squeeze more out of the limited light
Alkalinity is a really fringe possibility. Some corals change color with a change in Alk, and it is possible that shrooms do the same.
Hope this confuses...errr, I mean, helps
horge