Blue is the assigned dining room for upper class passengers. If you have been making reservations on the Celebrity website, they don’t go anywhere. Lu does not take reservations. The website contains an old system left over from days before there was Blu and they’ve never updated it so it looks like you are making reservations but you are not.
If you ever want to eat in the main dining room instead of Blu, talk to the maître d’ at Blu and they will help arrange it for you. You do not have a table reserved for you in the main dining room