Anu’s Sceptre will NOT allow selecting BLUE gems for destruction. The fact that blue is the color of the weapon should not affect its usage.
I just stumbled on this as well.
This is not written anywhere, that it cant get blue, yet it cant choose blue.
EDIT: A bit of a necro. It said Sep '15, i thought “15th of september, thats not too far back”. Two years later the weapon is unchanged. Shame.