You need the article ('el') because 'azul' is a noun in this sentence. A key difference between most European languages and English is that most European languages use an article with abstract nouns referred to in general terms, whereas English does not. (eg if you were to translate a phrase beginning 'Love is ....' into other European languages, you would need to put an article before the word for love.) By contrast, "es azul" doesn't have an article because 'blue' is an adjective in this phrase. I hope that explains it.

It's just a rule that you have to remember. Colors always are accompanied by an article. The general rule in Spanish is that every noun is written with an article; just be consistent. Sometimes you don't have to use the article when listing things but one just has to use the article for each word or not at all.

Hello ! In Spanish, when you say " mi color favorito es el azul " you're omitting the noun "color" ( "mi color favorito es el COLOR azul" ). You can also answer "mi favorito es el azul ", because the previous context is known: you're talking about colors. " Azul" isn't a noun, it's an adjective. In this sentence it's more correct to use the article of the noun when the noun is omitted. Best wishes. Sofía.