as mickey indicates depending on the engine make, between 5% and 30% of the fuel goes straight through a 2-stroke engine without being burnt.
Some of the oil will condense in the muffler, as it cools down.
Oil molecules are larger and heavier than gasoline molecules, and so, they will condense at higher temps, and will not easily evaporate, as the gasoline will. (This difference in condensation temperatures is how the oil companies separate crude oil into it's components in a distillation tower at the refinery.) In your case, the oil condenses out in the muffler, while the gasoline goes on through.
A small amount of oil is normal.
The reason that it is black is because of the carbon. The dye, which caused it to be blue, was probably burnt & broken into carbon also.