Indeed, the article also mentions:

[…] The blue hue comes from cobalt phthalocyanine, a chemical additive that is insoluble in water but can be toxic through inhalation, repeated exposure or prolonged contact.

“Plastic itself is not toxic, but these chemical additives and dyes are. Some are linked to cancer cases,” Martinelli said. He added that the next phase of the research will investigate whether this toxicity is affecting chicks and eggs. Another ongoing study is looking into whether nests made with plastic retain more heat than those without it, potentially altering birds’ development conditions.