Digital BW, The Print

When the Match Print Colors box is checked you get a softproof
equivalent of Simulate Paper Color and Simulate Black Ink. The paper
border of your image is altered to reflect the color of your paper
white. If you're seeing blue, you're using a profile of a glossy paper
with lots of OBAs. Select a profile for a natural white matte paper
and the border will feel yellow."By the numbers" PS is doing
everything right, the problem is your eye has already adapted to the
monitor white of other on-screen  elements, so the paper border feels
much more blue than it will when you look at the print.
-- 
amadou diallo
Author, Mastering Digital Black and White
www.masteringdigitalbwbook.com