Does it only look blue or is it actually blue? In other words, if you use a colour dropper to sample something which should be white, such as a white shirt, do the RGB values match for each pixel or is there a definite blue bias?
TBH I'd be very surprised if the picture style was the problem, although Faithful is intended for use in light with a 5200K colour temperature, but surely white balance is the far more likely culprit if it is not your actual monitor. Sampling the colour of "white" should at least identify whether the file is tinted or the monitor. What happens if you pull up an image and compare it to something properly white such as a plain background in Word, Powerpoint, Paint etc.? Does the picture look more blueish than the pure white background?
Apart from all that, any reason you choose not to shoot raw? In DPP you can freely change picture styles, white balance and a bunch of other settings without negative impact on IQ, just as though you had shot with those settings in the first place. You're not compelled to make changes, but the option is there. Turning the raw files into JPEGs takes only a few clicks. It's as simple as typing...
CTRL-A to select all photos;
CTRL-B to open the batch conversion dialogue;
Clicking the Execute button once you have your JPEG conversion parameters set up (often a one time thing).
The conversion may take a while, depending on your computer spec, but there is very little hands on effort involved. Just set the wheels spinning and leave it to complete.