You cannot sign message directly on their site, at least for now. But, if you have backup seeds, just import it to electrum and sign message from there or you can use BIP39 Iancoleman(use it offline) and write your seeds on there and just search your address, import the private key from address that you want to sign to your blockchain wallet via imported address and you will able to sign message from there.

The second way is more risky if your hardware have malware such as keylogger, so the first way is better.