When I referred to "general agreement", I meant "among KM's 4e-playing interlocutors". But even in your case, you haven't set out any reason why a skill challenge isn't the appropriate approach within a 4e context. All you've done is reiterate your personal dislike of the skill challenge mechanic in general.
If SC's aren't appropriate to an MM, I'm eager to find something that is that also meets my needs
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And knowing the level of your party, the attack, damage, and defense values of a creature of that level, plus rules for building a monster, you know all you need to make a blue dragon combat stat block. Why is the MM an appropriate place for combat stats but not the appropriate place for actually encountering the creature?
Either you're missing my point about 3 vs 2 levels, or you very strongly disagree with it but aren't saying so explicitly. I'm curious as to which (and don't mind which - disagreement is obviously permissible and welcome!).
In 4e you
can't run a good combat without a stat block - the resolution of combat is mechanically fine-grained in a way that the resolution of skill challenges (for better or worse) is not. Hence the need to go from the DMG templates to actual stat blocks. And you can deliver the stat block without delivering a fully-developed encounter.
With a skill challenge, the only mechanical step prior to a "script"
is the framework of N before 3 plus difficulties-by-level (the clearest versions of both are set out in the Essentials rulebooks). So in a sense you can't do anything to go beyond that framework without doing everything; whereas that's not so for a combat stat block.
Now all of that said, what you can do to support a skill challenge in the MM which is at something like the same level as a stat block,
but is not mechanical, is provide story elements that would provide the fictional framing for a skill challenge. I've personally always found the 4e MMs good for this, but I know that I'm in a minority in that respect.
And what when the party, before stepping a single foot into the desert, thinks "Blue dragons live there, lets ask our dragon experts what tricks blue dragons can do and prepare for them". What are you gonna tell them? There is no official list of powers blue dragons have for non combat.
Well, I would start by reading the MM entry. Here are some highlights (edited by me, from 4e MM pp 74-75, 77):
Chromatic dragons . . . are generally evil, greedy, and predatory . . . Heirs of Io’s hubris, chromatic dragons prefer to work and fight alone. . . However, many dragons’ lairs are surrounded by the dragon’s minions, servants, or worshipers. . .
Blue dragons . . . can be found anywhere but prefer to lair in coastal caves, attacking and plundering ships that sail too close. . . A blue dragon takes to air immediately if it is not already flying. . . Until it is forced to land, a blue dragon is content to remain airborne . . .
Blue dragons often forge uneasy alliances with sahuagin and storm giants, demanding treasure for the protection they provide. Dragonborn are often drawn to blue dragon mounts.
A character knows the following information with a successful Nature check.
DC 15: Although highly adaptable, blue dragons often lair in coastal caves with entrances that aren’t easily accessible by land.
DC 20: Blue dragons prefer to attack at range. A blue dragon’s breath weapon is an arc of lightning that leaps from one target to another. It can also disgorge a ball of lightning that explodes on impact.
DC 20: Chromatic dragons bask in the adulation of lesser creatures, but soon grow weary of praise and worship - unless it is accompanied by gifts of precious metals, gems, and magic items.
DC 25: Chromatic dragons prefer ancient ruins, deep dungeons, and remote wilderness areas for their lairs. Each dragon type tends to inhabit certain climates and terrains: . . . blues prefer coastal regions
So I already have some information there for my players (although there is some confusion over whether information about the preferred terrain of blue dragons is DC 15 or DC 25). And I have some more information to provide, depending on my fancy: "Beware the likely sahuagin allies" or "Look out for storm giants". There's also an obvious theme of weather, especially thunder and lightning, control: "Beware of storms that will wash you up onto the rocks!", or "It'll splinter your ship's mast with a bolt of lightning".
For me, at least, the lack of an official list of powers isn't a problem. There's a clear theme to the dragon's design and flavour text, and I can come up with lots of ideas around that, as just indicated. If someone extrapolates that design and flavour text in a different direction, that's not a problem for me.
Do you create your skill challenge now even though the PCs are not even near the blue dragon and might never be?
This relates back to the details of my conversation with KM. I don't need to "create" a skill challenge now. A skill challenge - unlike combat (even in 4e) - is primarily narrative-driven. So all I need is some story elements, like the dragon's fondness for plundering ships (found in the MM) plus its ability to summon and control storms (derived by me pretty easily from the MM info about it's preference for aerial combat and its use of lightning and thunder). If the PCs then sail their ship to the dragon's lair, I start my skill challenge with the storm raging and the seas churning and telling them that their boat is going to sink unless they do something about it.
It would be much simpler if there would be an entry telling you what a blue dragon can do besides throwing lightning. Then you can tell the PCs, through the dragon expert, that blue dragons can create and even destroy water and conjure large scale illusions. The party then can use those informations to prepare. Or not.
That doesn't seem any different to me having the PCs learn that the dragon works with sahuagin and giants, and can control weather and summon storms. If the complaint is that I can't make up the stuff that a blue dragon might do, and need to be told . . . well, maybe. Personally I've never had any trouble making that stuff up if I want/need it.
What a combat stat block gives me is a level of mechanical intricacy that I probably couldn't come up with myself. A skill challenge doesn't need that. It just needs broad-brush story elements.