I will say that I’ve heard blues are one of the most visually appealing colors in HDTV which is likely the reason why it’s used in sets and graphics.
Blue is the least easy colour to capture detail in with digital TV standards as 4:2:0 and 4:2:0 HD only carry Cb and Cr detail at half or quarter resolution respectively, and Blue only contributes 7% to the full bandwidth luminance signal.
(In contrast, green contributes 72% to the full bandwidth luminance signal - which is why we switched to green-screen from blue-screen for high quality chroma keying when we stopped using analogue RGB full-bandwidth keying. You get a far 'crunchier' basic chroma key if you use blue-screen as all the blue information is largely in the half/quarter-bandwidth Cb signal)
However Blue is often seen as a flattering backdrop to caucasian skin tones and blonde hair, as it contrasts well (the last thing you want in background colours is anything close to a flesh tone, and green spill is horrible)
The BBC, however, from focus groups, decided that blue was also seen as cold and distancing which is why it discontinued using blue studio tones in the late 90s, and went for beige/ivory and red.
I’m guessing the a lot wood in sets is there because it’s a quick and cheap way to hide cables behind the structure and you can change it out quickly. The stone would be more difficult unless it’s faux.
The wood thing was tried here for a bit - but it just looks dated to a European eye. Acrylic set elements are far more popular this side of the pond, as they are seen as sharper, cleaner and crisper and a bit less 'twee'. They also allow for internal lighting and a variety of looks.