Donald Hartman's Book "The U.S. Krag Bayonets", page 31, "Krag Bayonet Modifications", indicates that the Krag bayonet was issued blued (blade, pommel, guard) in 1894 and that the finish was discontinued on April 1, 1895

Mr. Hartman's book also includes a reprint of a letter composed by Col. Mordecai, Commanding Officer, Springfield Armory (dated March 9, 1895), recommending that the blade be left bright.  Col. Mordecai's recommendation was due to the reason stated above by Ned Butts and also due to the coating of the blade being destroyed/marred by digging, cutting and inserting/withdrawing from the scabbard.  Also the cost savings of not bluing the blade was a consideration. 

As stated many times on this site... do your research, However, I often learn a Great Deal by my mistakes!  Especially when my wife hits me upside my head and says "Why in the H_ _ _ did you do that!"

Here's an Ebay item that requires some thought and knowledge.

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Hope I'm not stepping on some toes by posting this Ebay item.  I Just thought it would be a nice educational subject.  I actually like the bayonet!

BTW: Welcome and awesome Krag Jon Waite... I am so envious!!!