It appears not only in the feline family. It also occurs in dogs.
There seems to be a relation between blue eyes and white or white spotted coat color. Odd eyes appear in the dog world mostly in the northern breeds, which also often have blue eyes. For example Huskies, Samojedes and so on. But I also know a Collie, which has one blue and one brown eye, in addition with dilute coat color.

What only a few people know: you find this phenomenon even in humans. David Bowie has odd eyes, Jane Seymour ( as far as I could see ) too. And last but not least there is my Aunt Vera, who has a brown eye on the left side, and a blue eye on the right side of her face.