You are a lucky dog Ullip!
For me to get a piece of marble like that would cost a fortune. We only have granite, jade, and other hardrock in my area, I would love to try more stone carving. Now I carve/model in a lime putty/marble dust/white cement mix.

To the point. Weren't all sculptures painted in Greek and Roman times? I read this somewhere. They were painted to look realistic. By the time of the renaissance, the paint had all worn off, and this look became the norm.

The art school crowd will most likely tell you that painting a sculpture interferes with the play of shadows, and that unlike a painting, a sculpture must be viewed from all angles. A painter is able to include perspective because he/she knows the angle that will be viewed. No perspective/shadowing could be used in a sculpture so certain views would be very flat if the piece is painted. A relief panel is a whole different situation.