Hello Fantom,
A blue box indicates that you have the main feature selected and turned on, but not all of the subfeatures under the expanded main feature are checked. If the box is checked for the main feature, then it means that all of the subfeatures under the expanded main feature are checked and turned on as well.
You would just need to check the two boxes under it before the blue box becomes checked, if you wanted to turn on all of the subfeatures.
Hope this helps,
Shawn