The blue buff, also called the Crest of Insight doesn't just give you mana regen. The full description of the buff is:
This unit regens 5 flat mana (or energy) and 1% of maximum mana (or 0.5% of maximum energy) per second, has 10% cooldown reduction on their abilities.
So, Lee Sin does gain benefits of energy regen and cooldown reduction. This applies to any energy user, and manaless champions still gain the 10% cooldown reduction provided they are not at the 40% (45% with masteries) cooldown reduction cap.
Also, sometimes it is better for the jungler to take blue buff instead of giving it to their mid laner, if it is in danger of being stolen, if the mid laner is weak to the point that giving them the blue buff will most likely result in the other mid laner getting blue from killing your mid laner, or if the jungler is behind and needs the experience and gold to stay relevant.