We are a commune of inquiring, skeptical, politically centrist, capitalist, anglophile, traditionalist New England Yankee humans, humanoids, and animals with many interests beyond and above politics. Each of us has had a high-school education (or GED), but all had ADD so didn't pay attention very well, especially the dogs. Each one of us does "try my best to be just like I am," and none of us enjoys working for others, including for Maggie, from whom we receive neither a nickel nor a dime. Freedom from nags, cranks, government, do-gooders, control-freaks and idiots is all that we ask for.
The Roman admirers of Classical Greece did not get that memo, and the Renaissance sculptors didn't either.
Probably because of that historical error, much or most stone and metal sculpture has been unpainted since the Renaissance. To modern eyes, the Pieta would look pretty nasty if painted in lifelike colors but the Greeks would have figured it was waiting for the paint.
Well that may or may not be true in later stages of Greek culture (see the so called "Hellenic period"). Whatever the case, that particular sculpture is from the "archaic period", not the "Classical period" of Greek sculpture. In the case of Greece and its development, this is not antiquarian nitpicking--it is a meaningful distinction.
That being said, it certainly stands to reason that much public art was colored: after all the early Greeks were highly influenced by Egypt, particularly earlay on during their Bronze Age era.