Ok, I think I know what happened to yours. If I put light pressure on mine and hold the pressure, then I also see the blue spot. What probably happened to yours is that it got bent a little bit, and the pressure on the screen is constant now, that's why you see the blue spot.
It's a very disconcerting how little pressure it needs in mine to make the blue spot appear constantly. I can see how this very easily becomes something permanent when the iPad gets thrown around and pushed, let's say in a back pack, even with a case on. I will definitely use that to get it exchanged in the Apple store in some months, when they have hopefully addressed the issue. I don't want to go back to BestBuy and return mine again (I had one with less distortion before, but that one had a book spine shadow so I exchanged it), since first of all it's not Best Buy's fault, also the next one I get may not be any better or even worse, and also I don't want to get blacklisted by Best Buy for future returns. The best strategy is probably now to see for a few months how the whole thing develops.