Yes, blues can certainly be a disadvantage at least for some games and some people.
As Nuzey pointed out, on blues, the actuation point is is at one point, and the reset point is much higher.
To explain this, lets say you activate a Cherry switch in slow motion, your finger travels down about 2mm, now, while it's impossible, let's say you could stop your finger from descending as soon as it activated.
If you were on reds/blacks/browns/clears, if you lifted your finger up even the slightest amount, the key would release immediately. You could hover your finger and go from activate to release by moving your finger just half a millimeter. On a tactile switch like browns or clear, you can get the keyswitch right on the edge of activation and just ride that bump, barely moving your finger and moving in small steps.
On blues, while your finger stopped, part of the switch internals keeps moving down. Here is where the problem lies, in order to pull that part back up and release the keystroke, the switch needs to come nearly all the way back up to the top. You can't ride that bump, you have to go nearly all the way back up before you can go back down, this creates almost an artificial lag. In some games, this isn't an issue, but in an FPS, where you may be trying to nudge your character into a spot where you can see but have minimal exposure, like looking around a corner, it's deadly.
To me, it's uncontrolled. While you know exactly when a blue switch activates, you can't really feel when it releases. Worse, if the switch is sticky or slow, it can also be slow to release the key. When I'm playing an FPS, I need direct, precise control and blues lack that. This is also why some dislike reds and black, if you mash keys, by all means, those are great switches, but if you are a delicate typist, one who feels for the activation, or someone who rides that activation point, then you need something like browns or clears.
I'm one of those who will ride that bump to inch myself forward, so for me, the best Cherry switches I have used out of the box were brown and clear. However, I much prefer modded switches such as Jailhouse Blues or Ergo Clears. I prefer something quiet, with a more solid tactile bump, a light spring, and preferably with a high activation point, which is what Jailhouse Blues offer.