The "blue allies" are introduced because the game has been set up from the Russian PoV from the beginning. Those that are on the same side as the Russians are red, and their enemies are blue. So when the timeframe is stretched from WW2 only towards Korea and other Cold War conflicts, Russians always remain red and their new enemies become blue. That's why some Allied nations have their "blue" counterparts, to allow for these Cold War scenarios.
Adding "red Axis" would have sense if one wishes to depict a situation where WW2 Axis forces have aligned themselves with the USSR - but the said situation could be more easily depicted with a "blue USSR" nation.
IMO it is one of the fundamental flaws of the game, that the nations need to be defined as "red" or "blue" by default. It would be much better if the nations were designed as "neutral" - neither red nor blue - and then when creating a mission they could be assigned to one of the sides as needed.
And why just two sided scenarios, why not having a third side in the conflict? For example, a large US bomber formation escorted by P-51's is being intercepted by German Fw 190D's near the Swiss border, and you play as a Swiss pilot on a patrol tasked to intercept ~any~ plane Allied or Axis that violates Swiss airspace... Or something similar.