Do you connect to your own Electrum Server? Otherwise the timing of requests to the Blue Wallet Server might allow them to guess that your adresses belong together, even across wallets. Also make sure never to share UTXOs between the wallets, not even when consolidating funds in a third wallet in the future. You should not even pay the same person or service from both wallets at different times. Because they might spend those funds in a single UTXO down the line. Depends in your level of paranoia though ;)