Hello -
While cyanosis (blue lips, nail beds, etc.) can be a sign of something wrong with one's heart or lungs, if you're tolerating the exercise without undue
shortness of breath this may just be a perception issue on your part. However, I'd be the last person to suggest you ignore something so classic and suggestive, so I feel compelled to advise you to bring this to the attention of your doctor. While there may be no other obvious signs (and there appear to be no symptoms), there's a remote possibility this could be caused by some genetic structural defect, so maybe a stress test would clear the air once and for all. At the very least mention it to your doctor.
I hope this is helpful. The blue lips sign with no symptoms is unusual. Best of luck to you. Please follow up here as needed.