The important thing to note here is that the sand in the craters of Mars is actually dark grey in color, since it’s made of basalt. The reason it looks red in pictures is because covering the sand is a thin layer of much finer dust, and the dust is what’s red. When a dust devil moves over the Martian surface, it can pick up the very light dust particles, but not the heavier sand grains. So those blue-grey swirls are tracks where the dust devil has vacuumed up the dust, revealing the darker sand underneath. If you look carefully in the tracks, you can see the sand dune ripples are undisturbed. Only the dust is gone.
I think it is also important to note that by clicking the photo above, you can view a much larger version that shows the martian sand dunes and dust devil tracks in detail.