... I have no problem with the blue at all - I believe that the artist is free to choose whatever tone he wants to use, reality having precious little to do with it. In my imagination or reading of this, it's all about cold blue steel, decay, sunlight, and the living horrors that some have to endure on a daily basis.
Thanks all for your kind words.
My thinking in post-processing is closest to Rob's. The image underwent a rather heavy manipulation in post processing, as is evident from the unmodified original. I went for a certain "look & feel", rather than reality, and I pushed certain LR sliders way beyond their "comfort zone" until I got that look. Funny how Rob mentioned "cold blue steel", as exactly that phrase came to my mind when I was playing with sliders. In fairness to Russ and Fred, I did go back and forth between Russ' gray steel and Fred's half-way, before settling for the final bluish one. I found gray steel to be too cold, almost black and white-ish. Given the presence of a large orange area in the image, I needed its complementary color (blue) to balance it. On a psychological level (or psychobabble level, if you insist), presence of color, especially strong contrasting ones, indicates presence of life. And as much as I wanted that "gritty" look, I did not want to go all the way to the "doom & gloom" one... after all, there is life in Chicago I rather wanted to accentuate the spirit-uplifting battle between life and death (decay), light and shadow, cold and warm (you know... the yin and yang stuff).
For those interested in the technique, there are probably several plug-ins and PS actions floating around, usually labeled as "gritty look" "pseudo-hdr" or similar. I typically refrain from canned solutions, as I prefer to do know what exactly is going on under the hood. I did however create a preset in LR where Recovery, Fill Light, Blacks, Contrast, and Clarity are all maxed to 100... that is usually too much, but gives an idea whether the look is worth exploring further. For this particular image, I pushed Landscape Sharpening to 100 as well. Also, for this particular image, I reduced Vibrance, i.e., went about half way into the negative territory. Add to that some heavy vignetting and GND filtering, shake it (do not stir) and... season to taste