Probably making a stupid mistake, but need someone to point it out to me

In my experience, without a current limiting resistor, LED's simply burn out in a couple of seconds. I was under the impression that these ones didn't burn out when I applied 3.3v because they had a built in resistor to the LED. I can't remember who I heard that from, but looking back it's not too plausible. That being said, I'm not sure if that is what is causing the issue because I can run all 9 LED's at full brightness no problem on red but as soon as I throw one blue in the mix, it won't work.