
The Blue Princess indeed has a motorbike. This one has many function.
Even though how cool it looks, her motorbike appears only two time in the whole serie, and only during cutscene. It cannot be used in game, sadly.
This motorbike is, obviously, not a classical one. KOS-MOS can use it on earth, in the sky or even in the space.
It even appears that the motorbike can enter hyper space, with or without UMN is unknow,
though we could think without the UMN, like the ES Dinah can do.
Speaking of ES Dinah, the motorbike is a part of it. Indeed KOS-MOS can make merge both, giving to the ES Dinah its true form, KOS-MOS being the only one who can use ES Dinah's true power.
At last, it is interesting to not that the motorbike can also take the form of maintain bed, that KOS-MOS can need to use to regain strenght.
Like said previously, this motorbike appear two time in the game :

First time is in Xenosaga II. When Shion and Allen stole ES Dinah for going on Miltia, they were attacked by Voyager. KOS-MOS, far far from there on Second Milia, heard the call of help done by Shion.
The Blue Haired Princess awoke although she didn't even have battery! She transformed her maintain bed into the motorbike, and fled from where she was. She quickly reacjed Dinah, merged the Morotnike and the Mechs, and destroyed all enemy, excpet Voyager who left.
The Second time is in Xenosaga III. When Kevin wanted take Shion with him, KOS-MOS took Shion with her and left, Jin and Allen willing both of them be safe from Kevin and T-elos. KOS-MOS, while jumping from Labyrinthose, made appear her motorbike,
and jumped in it in keeping Shion on her back.
T-elos attempted to follow them, but was maybe too slow for the motorbike. In all case T-elos has been stopped by the old ES Asher and stopped on Kevin's order. KOS-MOS could board the Elsa with bike.
