While this is just a static 2d image, it looks like blue is above the screen (for me, for some others it's below, or red is above).
Thanks to comments, here some explanations https://en.wikipedia.org/wiki/Chromostereopsis
Edited: added Wikipedia link
I'm guessing it's the fuzziness of the blue one (less focus), but also both red segments being wider/thicker so your brain rationalizes that blue is further away
I've noticed this effect on business signs so I don't think that's the cause. Blue specifically seems affected, and you can notice a parallax difference too even when they're the same distance. I assumed it had to do with my glasses bending the light differently or something.
https://en.wikipedia.org/wiki/Chromostereopsis
Found courtesy of another comment
Edit: oh and now I see OP also already got the link
I've definitely seen it when the colours are in focus/sharpness the same, e.g. with red words on my phone screen standing out in front of the rest.
Blue isn't fuzzy or blurry though. It's just as crisp and sharp as red, digitally speaking.
But yes, without glasses, I get the same sort of experience, where the blue gets blurry before the red.