Correct. The Blue and Green Milk sold in the parks are a non-dairy concoction. They use coconut and rice milk, with a kind of subtle "fruity" flavor - Blue is more like a fruit punch and Green is more citrus-flavored. There's a little more going on with them too. Honestly, I don't care for them at all, thoguh I suppose Greeen is more palatable. They just have a weird texture and are not milk-like at all. I bet the TruMoo stuff is better.
I have made "Blue Milk Shakes" at home using a blue ice cream from Kroger called "Mermaid." It is "cotton candy flavor" and has some colored sprinkles in it, but it is delicious. That's what I like to do for a Star Wars marathon or something.