Fuji X-E1 White Balance Concerns

Default is no film styles at all - i.e. OFF - or using any other 'adjusted' settings.

If you are choosing colour film simulations then you are yourself skewing colour saturations - colour temperatures - to match those of older film image types. Film could be adjusted to give brighter or more muted overall colour casts - it was also produced to match different lighting sources (tungsten or florescent for example) which meant different colour temperature sensitivity/differing colour dye take-up levels in processing.

I can't quantify the exact overall 'shade' ... but Fuji confirms the Neg Std. as a warmer tone ... which will give yellow/reds more prominence - hence your 'compensatory' blue settings.

Actual film - Astia, Provia, Velvia ... even Kodak Ektachrome ... gave differing results in regard to some colours and the relative warmth/coolness of images.

White balance - colour temperature - is modified by selecting any preset 'look' in camera, choosing one will affect AWB by skewing colour temperature towards it's selected bias. It will attempt to fit a warmer or cooler image set - rather than supplying pure whites - just like it's film predecessor.

The camera should be giving non-whites on default settings - if not you are affecting it's output by fiddling with that preset - or - it is faulty. You will never know if it is the latter if you keep adjusting settings or choosing simulations that rely upon altered colour temperatures.

Have a look at the opening images in this post: http://forums.dpreview.com/forums/thread/3198612

The OP's dog is presumably not that odd nicotine tinged yellow colour in real life ... the Neg (H) simulate strikes once again ...

(P.S. If you took a RAW - or RAW+JPEG shot it would offer different [adjustable] colour temperatures ... the non-yellow whites/colours you seek would be available)