Apple periodically makes changes to the Watch and Band configurations that they sell, since they are constantly introducing new colors and materials throughout new seasons. You would therefore have to purchase that band separately. Apple currently offers the Blue Cobalt as well as the Midnight Blue sport band. I believe the Midnight Blue was the shade that Apple originally paired with the gold aluminum Apple Watch.
As another poster mentioned, you can purchase third party sport bands from Amazon from other retailers that are much cheaper, although just keep in mind that they may not be of the same quality. I’ve purchased one third party sport band, and for general purposes it looks very similar, so I decided it was worth the quality difference since it was so much less expensive.
The third party bands usually will not be the same hue of color that the first party bands are, but they may be very similar. Apple also uses fluoroelastomer as opposed to silicone, so their bands are much softer and more resistant to smudges, dirt, lint etc.