it is not possible as for now, but the solution is on the way. I'll update here :)
You can change the active colour of the blog navigation menu. Please do not forget to customise it in the post page settings too (if post page settings are available on your site):
So why is the above not available to all ? Is this only for NEW USERS once again?
thank you for you post. The answer would be a very technical one, so I'll just say that the solution is highly related with the post page settings and it was a quick-win to ship it to users who have post page settings on their blogs available. We are working to ship the post page settings along with the possibility to change the active colour of the blog navigation menu to all users.