Is there a way to make a blur that actually blurs the colors? All blurring options I have found don't blur... they smudge
I mean the kind of blur you get from adding blur filter to an image, but so that I add it with a brush. The brush filters that say something about blur smudge the color (drag the color) instead.

Here is an example of what kind of blur brush I want and what all blur brush options I find in Krita do (named it as smudge, because that's what it actually does):
http://i.imgur.com/GJsRQJZ.png

Yes, this is possible with the filter brush engine. The default preset is called 'fx_blur_light'.

Blur tool in Photoshop and blur effect brush in Krita are different tools. Photoshop maps pen pressure to strength of blur.

In Krita, it seems, brush tries to map pressure to opacity instead strength of effect (but seems to be broken in my 2.9.11, opacity is constant, may be my eyes lie to me or I don't understand curve in brush presets). Blending image and effect is not same as changing strength of effect. Mix of wide gaussian and delta functions gives mix of gaussian and delta, not thin gaussian.
Hard edges of image after "FX_blur_light" have less contrast, but are not blurred, and still hard, not soft.