Well once people click on a post they are now on a single post page, and this NOT the blog page.
So if you highlight the blog page, it will be very confusing for people as they wont be able to find the other post on that page.
But if this is what you want to do, here is the CSS Rule that you can add to Main Options > Fonts & Custom > Custom CSS Rule box, so that on any single post page , the blog page will be highlighted.
.single-post #menu-item-797 > a {font-weight:bold;}
the selector says that on single post [pages, the menu item 797 (which is the blog page) will be bold