It sounds like the words "blues" and "jazz" were first used by people who didn't initially create the music they referred to by those terms, and the meanings were not initially clear and unanimous among the people who used the terms.

That reminds me of when I first heard and heard of grunge music. When I moved to Seattle in 1989, a musician there said to me, "All this music that's around now that everyone's calling grunge, that's not grunge. Real grunge is all gone now."

I think the idea that blues is a musical form used to air grievances about a history of poverty and repression, and that it's called "blues" because it expresses the depressed feelings people have about that history, was probably something that was tacked on a little later. And it was probably tacked on because most people didn't understand why it was called "blues," and so they guessed that it had some connection to feeling blue, and that guess became attached to the music. Similarly, after the introduction of nylon fabric rendered obsolete the duck that was such a big part of WWII soldiers' lives, most people didn't understand the term and concluded that the tape made for those soldiers by coating duck with rubber and adhesive must have been created for sealing ductwork.

Even after the blue=sad meaning was attached to blues music, some people ignored that meaning and continued creating joyful dance music and calling it blues, in accordance with Gordon Seagrove's guess about the implication of the word "blue," i.e. that blue music takes away your blues. That's certainly what the blues musicians and fans in Kansas City were using it for when I lived there.