Meaning/Usage: Asking someone why they are so sad.

Explanation: The "blue" in this phrase is the same "blue" of being sad.

"Why so blue, is everything ok?"
"You look so depressed. Why so blue?"
"Why so blue? Did he hurt your feelings?"

A. "You seem a bit sad, why so blue?"
B. "My girlfriend and I got into an argument and I'm sad."

Other Common Sentences

"Why are you so sad?"
"Why do you look depressed?"