jedi and sith are not defined by the colour of their lightsaber. Whilst most dark siders and sith do utilise the more traditional red crystal, not all did. Freedon Nadd, aswell as Exar Kun were both jedi originally and they both kept their respective coloured lightsabers, who knows as to why, perhaps it was no significance t them, or perhaps a constant reminder of when they were "weak" to give them strenght or perhaps that the construction of a lightsaber is more spiritual for a jedi than it is a sith, more in depth and ultimately more rewarding.
Also, the colour crystal except for red, were natural, the red lightsaber crystal was of synthetic design and caused the odd short out. Perhaps they kept their original sabers purely out of being more reliable.
hell, there were even some jedi wh remained jedi who had red lightsabers.. it is just stereotypical, but not mandatory, for the bad siders to use red.