Morgana is convinced that everything the Doctor just said is simply a series of words strung together. "I do not understand." Morgana hates not understanding, but whatever this science is, it is far above her, as she stares, uncomprehendingly at the code on the screen.

The shock at seeing a man whose skin is blue, is quickly overtaken by something much more universal. "Sir, I believe we know where your daughter is." It might sound ridiculous but 1) Morgana's never come in contact with a recorded message like that. All of the communication elsewhere was always live. 2) Hearing the desperation, she wants to alleviate it, even if it is the worst possible news.

Both of those things also overshadow any comment on him being such a vibrant blue.