Joseph: You're assuming that Marion uses the word "blues" to mean what you mean by it. But the context shows that he doesn't mean that and isn't thinking of a type of sad music called blues. Seagrove and the bar-flies he quotes are confused about that, and trying to sound like they aren't, but Marion, being a musician, was familiar with term "blue note" (other references cited above confirm that it was common slang among musicians) and he knew that the not-at-all-sad music that excited them was full of such notes.