I bet it depends on the particular dye molecules used. Still, I'll make a wild guess why the results you see might be a bit more typical than the opposite results.
Bleaching is a type of photochemistry.The molecule absorbs a photon of light, goes into some high-energy state, and then falls back, sometimes into a different molecular form. E.g. it may fall apart. Usually these other forms don't absorb light as much as the original dyes, which were picked to be strong absorbers.
The more energy in the absorbed photon, the more likely you are to get this sort of effect. In the visible spectrum, the most energetic photon are at the blue end. A dye which doesn't absorb blue light may tend to bleach less. Blue dyes obviously don't absorb as much blue light as, say, red dyes. So there should be a general tendency for the blue dyes to bleach more slowly. Particular types of dye molecules, however, don't have to fit that tendency.
(published on 05/25/2010)