Long ago our lead armorer was told that the paint was for parts identification at the factory. We received RSAs with yellow, blue and no paint. All the parts lists I've seen since 2006 list the same recoil spring assembly for both 9 and 40.
All of the recoil spring assemblies I’ve purchased for my M&P .40 have blue paint and were rated for 9mm, .40S&W, and .357 SIG.