We did not create these "blue folders" just for fun or to annoy the users.
Let's have a look at how this is all built.
[x86_gcc2] /boot/system/data/deskbar# cat menu_entries
Yes, "blue folders" are actually plain text files. Tracker does the work of making them look like folders, and to be precise, it makes them look like query results (the same thing you get when using the "find" window). This explains why they get a grey background and no icon view.
So, why did we do this? As you can see from the "cat" result above, we use this to merge the contents of several directories together. It allows the packages to provide menu entries no matter if they are in "system" or "home", and the user to customize the menu by adding more entries to the "settings" directories (both system-wide and user-local).
The idea was that we would improve support for this in Tracker, but we never got to doing it. In my case, I stopped using the applications menu as a Tracker window and now use LnLauncher for my most needed apps. It is also possible to just open the "real" application dir in Tracker (the one in /boot/system/data/deskbar/menu where most apps will be installed). You can indeed point menu_entries there using a symbolic link if you really want a real folder, but then links from the other 5 folders will be ignored.
Eventually we will review this again to allow categorizing applications, as the current model does not scale well when you have lots of things installed. We have not yet agreed on how this should work, and it will be one of the things to fix after beta1 (but before R1).