Hey, I've had this as my desktop background for almost a decade now! Easily my favorite picture of anything "space".

As for your question, it looks like Pluto has an atmosphere in the picture because, well, it does. Although it's very thin, Pluto's atmosphere is primarily nitrogen, so if you stood on the surface during daytime the sky would appear a very familiar blue color.

Here's another shot taken by New Horizons where you can see it much more clearly: https://upload.wikimedia.org/wikipedia/commons/0/02/Blue_hazes_over_backlit_Pluto.jpg