Let's get the semantics out of the way. I am in no way saying that sailors invented the word "blue". Obviously, considering human populations, we've had the word around for a long, long time. There's probably more blue in the world than any other color given the vastness of the sea and sky. Even major swatches of green can't rival the pervasive nature of blue when you see the world from space and when you are out in the open ocean with no sight of land whatever, well. If you've been there, I don't need to explain. If you haven't, there are no words that can truly make you imagine the unremitting beauty - or terror, depending on your perspective - of the sea hurrying along before you to join the sky. No wonder early seafarers feared falling right off the edge.
Its just that feeling of being so far away from everything that may have led sailors to use the word "blue" for "sad" and transmitted the idea to those on land without being able to communicate the feeling. "Till all is blue" referred to not only the physical movement of a ship from port out to the blue of the open ocean, but also the time of adjustment from land based activities to the sure rhythm of a ship afloat. It then morphed into meaning something carried to its most penultimate possibility, just as the ship was carried by the wind to the open sea.
Career sailors tended to look forward to the release from land where they never quite felt like they fit in. Someone who was aboard ship involuntarily, however, might find the apprehension of being at sea more than their psyche could tolerate. Tales are told of impressed sailors dying on long voyages for want of land, or going mad and throwing themselves into the ocean to drown. These conditions led the more compassionate naval surgeons to the conclusion that a man could literally become "blue" at sea. The "blue devils" were blamed for these unfortunate deaths and efforts were made on "happy ships" to keep the blue devils away. Music was considered a sure balm for such problems and was generally encouraged by officers. In the worst cases men were strapped into hammocks in the sick berth and given drugs such a laudanum (opium tinctured in alcohol) until the next port was reached and the unfortunate could be left to his own devises by land.
Eventually "blue" meaning "depressed" worked its way into the general language. So, it may very well be that you have sailors in general - and the Royal Navy in particular - to thank for all those maudlin country songs. Don't blame me, though. My ancestors said bleu.
Bon Samedi mes frères! See you back in the week ahead (and for my Brethren in the US, enjoy the long Labor Day weekend).