Like the terracotta army of Qin Shi Huang; when first excavated, they were brightly painted. Exposure to air caused rapid deterioration of the pigment, resulting in the look we're all familiar with now, which the sculptors never actually intended. (last photo is a reconstruction)
That's the difference between classical and "Neo-Classical." Neo-classical aesthetics are architecture are inspired by the picked-clean bones of a long-dead past, not the past as it was in life. Ancient cultures would have NEVER let these buildings just stay white.