Now who are these five?
Come, come, all children who love fairy tales.
The Priestess is on the Princess' team, but if a player inquires about her she answers "It's just me!" and takes a Minister team marker, just like a guard. Thematically, she appears to be on the minister's team but is really a double agent for the princess. I assume that is why she is blue.
Yes, that's why. I guess it's a matter of preference. You can either see her as "officially on the Princess team, but appearing as on the Minister team" or "on the Minister team, but secretly wanting the Princess to win".
I am probably of the first opinion, but the designer was for the latter.