This is due to dispersion, or ACA (axial chromatic aberration): your eye actually focuses at different depths for different colors. This will be most noticeable for large apertures (so at night, when your pupils are dilated), and for extremely long wavelengths... like highly spectrally pure indigos, like neon lights, or certain LEDs.
Cool! Does this mean that if I shine a light into my eye, like looking at a bright cellphone screen, I should be able to focus a little better on blue lights for a minute?
Sadly not; the lens in the eye is somewhat adaptive, but the 'blooming' effect of bright, short-wavelength lights at night mean your eye is incapable of focusing all of the rays onto a single small spot.
Unless, that is, the bright light (color irrelevant) causes your pupil to contract. Then things will appear sharper and darker (until your pupil expands moments later).
It's sort of amazing that biological eyes work at all, to be honest.
