Blue cheese is considered dairy because blue cheese is made from milk and does contain lactose.
If you're lactose intolerant then you might be able to eat blue cheese as it is lower in lactose than other cheeses are but blue cheese can also cause stomach issues and bloating, gas and diarrhea in people with lactose intolerance.
However the blue cheese may not cause many issues for lactose intolerant people since it's lower in lactose but it's still dairy.
If you're allergic to dairy products then eating blue cheese would not be a good idea.
But if you can eat blue cheese it's good for you and contains antibacterial properties as well as gut health benefits.