I have noticed this as well a couple of times. Not sure why, but in one instance I was recording one programme and was live watching a second. I had paused the live viewing (bathroom break) during which the recorded programme had finished. When I caught up during the adverts I noticed red-ring was still red and went hunting through the EPG looking to see what was being recorded. I put it down to one of those oddities. A few minutes later I noticed it had changed to blue.
Personally I'm not bothered by it. The fact that I can have a visual notification of dual recording by the pink light far out weighs any "drawbacks" resulting from it's use.