If you take a single shot at the blue hour, you would usually try to shoot right around the time where the artificial light (e.g. the lighting of the fortress) is of about the same brightness as the ambient light. This is important to get a balanced exposure and not overexpose the building. However, that time window may only be a few minutes long.
So, what do you do if you miss that point? Well, you either come back the next day and hope for good conditions or you use HDR. That is a prototype situation for using HDR: A large dynamic range that exceeds the capabilities of your camera. If you take multiple exposures of the scene, you can create a well-balanced exposure even if you fail to take your best shots at the perfect time. In addition to that, the blue tones get more intensive towards the end of the blue hour when the blue starts to fade to black. So when the blue tones are really intensive and just as you would like them to be, the highlights will actually be too bright in relation to those blue tones if you take only a single shot.
In this case, I shot many AEB series throughout the entire blue hour. But I deliberately chose to use one series that was produced right before it was too dark. That was the series that gave me those great blue colors.
To summarize this little lesson: When you’re out shooting at the blue hour, be prepared to shoot exposure series. That will help you a lot in the post-processing.