There are a couple of reasons blue is such a successful choice.
One, when a bright moon is shining, the eyes register a dim, barely noticeable blue tinge on everything, as brighter colors in the red and yellow range wash out and greens darken to near black.
Two, the opposite of blue is orange (check a color wheel to see what I mean). The majority of lamps, lanterns and pumpkins will give off yellow-orange light, so they really snap against a blue landscape.
Three, pale blue light strikes most people as ghostly, mysterious and/or otherworldly, whereas green looks like sickness, chemicals, radiation, that sort of thing. It's a visual clue we pick up from decades of art and movies. We tend to think of green as scientific,... The interior of a spaceship, the glow of a fallen meteorite, a spilled toxic waste site, Herbert West's reanimation fluid.
We tend to regard blue as supernatural,... the windows of a haunted house, a moonlit forest, the white-blue glow of countless ghosts and spirits in film.