This is technically feasible, but I don't know of a package that does it.
OK, I know of one now: the Gimp will do it.
Load your image.
Right-click and choose Image->Mode->RGB to make it deep
Use the dropper tool to pick up the blue as foreground
Right-click again and choose Filters->Colors->Color To Alpha
Right-click on the swatch and choose Foreground
Click OK.
You now have an alpha channel. All you need to do to recomposite it on the background of your choice is to add a new solid colour layer underneath.
Peter