Welcome to the wonderful world of LaserDisc.
Yes, some players will only give the image on the pause when you still step, some will give you the solid blue or some even black screen.
As above, if your player has no trick play on CLV then you will only get blue on both, CAV may give you blue on pause and image on still or image on both,
I can't remember about CAV right now as my players have always had trick play and I always use the still step button as its easier to press with my fingers.