A while ago I realized I hadn't seen any of these that I could remember, so I started looking out for them. That was a couple months ago and I still haven't seen one, and I always check out blues. Is it just me?
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My gut reaction is "Of course they do" but after I think about it, the only one I can think of is the Chulain. I've seen plenty of greens and purples, but I can't recall ever having a blue. But then, would a blue even be worth remembering? My brain hurts now.
It's a glitch. The rare (blue) Maliwan body incorrectly forces purple rarity. The Good Touch and Bad Touch should actually be blue, for example. One easy way to tell if you actually have a blue Maliwan SMG is if there is no accessory, since all purple weapons spawn with accessories.