It's a common myth that classical marble statues were pure white and boring. In fact it's modern consensus that they were very often skilfully painted, but the colours were lost to time.
Augustus looking very fine there.
Source (in Spanish): http://rodrigorivas3d.blogspot.com/2014/05/policromia-en-la-antiguedad.html
Greek/Roman statue guys would be in 7th heaven if they were ever introduced to Warhammer minis.