No and they never will.
Only roses with white or pink petals are naturally occuring. Their color stems from high amounts of anthocyanin pigments, which come from genetic mutation. Almost every other color you see is a mix of natural colors present in roses that have been cross-bred (yes, it’s possible to breed blue roses). The cristae organelles must also be blue as well for this flower to be “naturally” existent since they absorb only blue wavelengths.