Same here. It's very annoying because the blue colored once make it impossible to see if you have full or zero bars (zero is just a tad darker than full). Not sure who did the ergonomic design on it but it's a fail...
This is stuff like Google mail, Google calendar, Google market,etc. If you disable data, these services will go offline and bar will turn grey. The idea is so you know when notifications from Google are being pushed to your phone. Originally it is green (AOSP Gingerbread), but Motorola made it blue to match the theme they used.
To spare you the confusion what AOSP means - it is Android Open Source Project - or the "original unmodified" Android that Google develops.
Here is a picture with AOSP default green theme where services are off:
and here is a picture of how it looks with services on - notice data connection and signal strength is green not grey:
The green ones are great - there you can clearly see on vs. off - but the way Motorola did 'somewhat lighter' blue for one and 'somewhat darker' blue for off is simply stupid...