Nitpick: what you are calling "saturation" corresponds better to the biconic color space coordinate most people call "chroma". Very dark blues may not be perceptively far from black, but they can have very lopsided spectra and be highly "saturated" in the sense of distance from the gray point in the LUV chromaticity plane.

Basically the counterintuitivity you're citing goes away when you talk about color distinct from luminance, which is how most people here understand it anyway.