machz2005-
There are a number of possible reasons, although I think the most likely are the light source that is reflected and refracted in the ice. Being right on the lake, you have a great source of a deep blue light, which would lend a bluish hue to the light coming from the ice. Also on a day with clear skies, they would be very blue up here, so that could be another factor.
Least likely is the ice itelf. Glacial ice will impart a deep blue hue like you speak of, but that is because it is very dense and thus only the shortest wavelengths of visable light (blues, indigos, violets) can penetrate the ice and then reflect back so that you can see it.
The ice along Lake Superior is not as dense as glacial ice, so that is why I doubt that it would have the same effect, although it might play part of a role in what you see.
-John
