Not sure what happened there?
I like this method because it gives me another tool to use when doing portraits and need the black background to be really black.
Perhaps these tips will help.
1) After you use CTRL on the alpha 2 channel to make the selection, go to masking and make sure you don't have any parts of the bird included. Just brush white over the areas in the head that are included, etc.
2) When you create a layer under the revealed selection and fill it with blue, set the opacity to about 35-40% on that blue channel.
3) Merge your image and then just use saturation to bring the blue up a bit more, it will be a bit bland due to #2