Buirets solution turns from BLUE to VIOLET, not to dark blue, check you have the correct solution.
Anyway heat denatures the protein. Buirets tests for peptide bonds, which are broken by the heat energy.
Edit: also jamesm557whatever.. above me is wrong. Breaking the tertiary structure of a protein does not cause it to fail a Buirets test. Some protein chains have no tertiary structure (such as individual strands in collagen), but will cause a colour change.
He's probably thinking of enzymes cacking up due to changes in the active site.