The visual system is so subjective[1]. Even cultural differences, prior expectations, and our environment can impact “what we see.”

1: https://journals.plos.org/plosone/article?id=10.1371/journal...

In terms of thermal issues (like the color of a light bulb or a star) a higher temperature (e.g. color temperature) is more blue.

On the other hand, people perceive reddish colors to be "warm" and bluish colors to be "cold" and I'd say one justification for that is that if you're in the shade on a very hot sunny day with a perfectly clear sky the sky actually feels cold because you are radiating more heat off to space than the radiant energy you absorb from that scattered blue light.