At one time blue-dot lenses were illegal in many states because specific non-blue colors were required on certain lenses (tail/stop lamps in certain states).

I could not find a website with information on each state. However, here is information in the states of a few posters in this thread. Many discussion boards have posters stating that a blue dot can cause for a vehicle to fail inspections (if the inspector catches it). It looks like many states ignore the old laws or allow antique vehicles to have blue-dot lenses.

OK in Florida if the vehicle is old enough.

OK in Washington state if the vehicle is old enough.

OK in Illinois if it is antique vehicle

etc