The TV show Game of Thrones is not the book Game of Thrones. Books and tv shows have different strengths, and I'm glad that DB & Weiss have made choices to make the show as strong as possible and also it's own unique entity. When adaptations of books are followed too closely, at best you're going to get a product that's almost as good as the book; If you re-examine choices in the context of the new medium, there's a possibility of equaling or even exceeding the source material (or, obviously, of really cratering it in a unique way). Books are great in that they allow you to imagine a character in a way that each reader personally can believe, but when it comes to TV shows, blue hair is going to be hard to pull off without looking like Dr. Teeth.
This isn't the first time DB & Weiss have made such a choice, the Targaryans being a prime example, having silver hair and purple eyes would have made it much more difficult to suspend disbelief. Now, as I've voiced above, I don't really love the new Daario yet, but it's certainly not because he's not "true to the books".
But we'll see, there's plenty of time for Daario to disappoint on his own merits.