Menu Css Class is not working

I’m trying to achieve a simple thing, give each icon for each menu item a different color.

I’m using Menu Icons
https://ww.wp.xz.cn/plugins/menu-icons/

I’ve also created a new style in my css file
.blue { color: blue; }

And then I selected the icon and put down “blue” in the “Css Classes (optional)

But that’s not working. I inspected the element with firebug and there was no attached “blue” to the main style. However, If I add it manually using firebug it works.