Huh....it didn't occur to me that someone would sell Blues as "self-blues." I was thinking that "self-blues" (aka Lavender) in OEGB was rare, and that the OP would have a hard time finding others, so the seller was advising to use Blacks for outcrossing. But what was posted here is correct:
You can breed Self-Blue X Self-Blue and not "need" Black, unless you needed to improve type by crossing to typey-Blacks, and breeding to Black is not necessary to get more Self-Blues.
If the birds are Blue, then you may still outcross to Blacks to improve type, but it's not necessary to get more Blues.
So in both cases, you don't technically "need" to breed to Black to get more of whatever you have, but if you "need" to outcross to another color, you should go with Black, since both "Self-Blue" and "Blue" are dilutions of Black.