And not just icons... the OS X interface generally marks interactive elements in blue (folders, buttons, scrollbars, highlights etc.) -- living up to the "Aqua" name. The default Windows 7 interface also has a bluish tint, although not nearly as extreme as it did with XP.
http://www.flickr.com/photos/mccutchen/4293401589/
(At least with the designers of the icons for the applications I use most often.)