We bleed red because of hemoglobin, an iron-containing protein that carries oxygen throughout the body.

Why Are My Blood Veins Blue?

they’re not. They’re a dirty red.
the darker blood won’t be as dark outside of the body because
it will oxidize when hitting air
Seeing a vein as blue through the skin is because of the layer just below the epidermis and dermis, the two outer layers of skin.

Because of diagrams like this one and medical charts using blue for the contrast of arteries and veins, it has become a common misconception that the blood in veins is blue. Even some of my science teachers have previously said that blood from veins is blue before it hits air… where instantly it’s changed to bright red.

there are creatures out there with blue blood
Horseshoe crabs, skinks, and octopi all have haemocyanins, which are
clear before oxidization,
and blue after binding oxygen to their copper composition.
humans are not one of them.
Hemoglobin is comprised of iron, which oxidizes as red like rust