Thanks guys!
This is a second hand bike, one owner from new. It had only done 1800 miles in three years, so it's not been very used. Mostly it's in pristine condition ... but yes, the headers have discoloured. Actually they're more a rainbow oil pattern than just a simple blue. I imagined it is some oil leakage which got heated by the exhaust and has caused the discolouration. No real idea though.