Answer
Blue laser light spreads out less than red laser light does when you are trying to create a thin beam.
Work Step by Step
As you know when you have tried to shine a flashlight across a room, a beam of light tends to spread out with distance, i.e., the spot size of the beam gets wider and wider.
Blue light has a shorter wavelength than other wavelengths of visible light (especially the ubiquitous red HeNe laser) and stays better collimated.
The key term is "diffraction", the tendency of a wave to bend around the corners of a barrier (or a hole) into the region that you'd expect to be in shadow. Blue laser light diffracts less than red laser light does and can form a tighter beam.
