The problem is that there is no "missing data" color, so that discipline would default to marble white, which is just as made up as the rest.

I think the Augustus statue is a good example of that: Part of the garish effect comes from the contrast between the painted and nonpainted areas. The marble of his face and harness work well if everything is marble - but in contrast to the strong colors of the rest, the face suddenly seems sickly pale and the harness becomes "skin-colored". The result is a "plastic" or "uncanny valley" effect.

If the entire statue were painted, the effect would be weaker.