I'm going through a playthrough of this game. And it seems that Fiora's affinity with Shulk gets an increase when she joins the party on the Fallen Arm. It only seems to start off at blue because the amount of Affinity points added is 2,000. If Fiora and Shulk have a green Affinity rating with each other by the end of the Mechon attack on Colony 9, the Affinity rating Shulk and Fiora will have when the latter rejoins on the Fallen Arm will be purple instead of blue.