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I also believe that it's more advantageous to pick second. The player who picks first doesn't know what the opponent will choose, but the player who picks second already knows what the opponent has chosen and can counter it, while still having the freedom to choose any of the 9 factions.

Countering a faction with another faction seems rather dubious. Depriving the opponent of the Miner and ending up without one yourself (Lorelei-Sync against Miner-Gunnar – isn't that an option)? Similarly, in the case of the existing random hero selection for Conflux and Necropolis (in these cities, the hero selection is random anyway), what's the bonus for blue here? So, for three cities, the second player doesn't really have a significant "blue" advantage.
Also, as you know, there's a pool of red templates where red has an advantage – small templates, such as the Smuggler, Jebus. And here, it's quite widely represented. And blue only needs to spend its turn on eliminating these risky templates.
And further. From turn 5 or 6, you'll already be able to know what the opponent won't pick. And then it will begin. And that's when the color will really matter. And the number of turns is odd, specifically 9. Someone will already have an advantage. Perhaps, it's obvious that choosing a different faction in each turn is the way to go.