The tester generates its own "blue" voltage from the track voltage feed. Which is good and bad. Good that you don't have to connect the blue wire from the decoder, and bad because that means you are no testing the "blue" circuit on the decoder. However I never seen that part of the decoder fail. But actually, if that circuit on the decoder was bad, then the entire decoder would be non functional.
Also if for some reason you were planning on using the 5V positive output as your common positive for the AUX functions, that won't be tested either, but that is not something commonly done anyway, and not many decoders provide the positive 5V output anyway.
