A group of blue-clad Pashtuns left a lasting impression on Guru Gobind Singh (1666-1708), to the extent that the latter made it compulsory for his followers to wear blue dress in homage to those Pashtuns. According to Siyar-ul-Mutakherin, once when Guru Gobind Singh (the founder of Khalsa) was hunted down by Mughal troops, he found it difficult to cross the region of Sirhind which was full of troops and garrisons. He approached the Afghan (Pashtun) mountaineers in the vicinity of Sirhind and asked them to escort him to a safe place and promised them a large sum of money for the task. Some of the Pashtun mountaineers accepted the offer and asked him to let grow his whiskers and beard to certain length, and they dressed him in blue in the traditional style of those Pashtuns. They escorted him with perfect safety and honour. Whenever any one asked who he was, they would answer that he was a Pirzada of theirs. It left a great impression on Guru Gobind Singh and he retained the Pashtun garb in memory of that event, and he even made it henceforth the distinctive garb of his followers. 
The Rohillas (Indo-Afghans) usually wore blue-coloured dress in India. The author of “The people of India” (1868-1875) writes: “The “Rohilla” costume in the Deccan is a blue cotton shirt, white or blue drawers, and white, red, or blue turban, with a blue quilted jacket for cold weather.”
This tradition is understandably not reported by Sikh writers of Runjeet Singh times because the Khalsa in 18th and early 19th century regarded Pashtun Muslims as their enemies and would have this tradition best forgotten.
Banda Singh Bairagi (an anti-Muslim fanatic) attempted to suppress the blue-coloured dress , may be because he was irked by the fact that it was adopted in memory and honour of Muslim Pashtuns. Banda Singh had suffered defeats at the hands an Orakzai Pashtun  as well as an Indo-Afghan of Kasur.
1- See “Seir ul-Mutaqherin” (completed in 1780), English translation, vol-1, p-91.
2- ‘History of Panjab’ by S.M.Latif, p-280
3- A heroic Orakzai Pashtun who saved the lives of thousands of Muslims from a genocidal maniac (pashtunhistory.com)