In the only US presidential election of the last century (I didn't look further back) in which the outcome didn't match the popular vote, the Democrats won the popular vote and the Republicans won the election. (Very narrowly in both cases.)

The Blue Wall is considered to be a recent development, so looking at history doesn't really tell you much. It's something that has built up gradually but only really been a significant advantage for Democrats for maybe 2 presidential cycles. Basically the Republicans have to win a lot more swing states than Democrats. In 2012 Obama won 4% more of the electoral votes than Mitt Romney, but won 61% more electoral votes.

doesn't indicate any advantage except in so far as being more popular is an advantage.

If democrats were generically more popular it seems unlikely republicans would have large majorities in the House and Senate, control 31 state legislatures and 31 governorships, etc.