Little known, but the same is true for Classical Antiquity.
I remember this blowing my mind when I learned it as a young un. Your so use to the blank marble it seems like THE method for the sculpture. Then to find out they would all have been painted.
I know hey! Its so weird to think about.
But then, as sculpture painters ourselves, I wonder what the colours would have been like. Padre style black lines and solid colours? Detailed shading and highlights?