They changed to blue and gold to show their allegiance to Tzeentch (since those are 'his' colours).
Edit: i'm not actually sure where that is stated however, it might be one of those old pieces of fluff because i can't find it in their IA article. One of the pieces of HHCCG art indirectly shows this point however with Ahriman and his cohort in blue armour (you can still see the red paint underneath on some) and symbols of Tzeentch applied to their banners (HH III: visions of treachery, pg40-41). That's not proof though.
Edit 2: ah, found it! Realm of Chaos: Lost and the Damned says "Their armour was red with black trim before the Heresy but changed to blue with gold trim to represent their devotion to Tzeentch after the Heresy." Of course this was when their symbol was a black M so it is from a while ago.