The Venus de Milo (Aphrodite of Melos) probably was painted (or polychromed as the term used by scholars has it) but this has now faded (which tends to happen quickly after excavation, c.f. The Alexander Sarcophagus) or eroded. This is likely because the statue originally had metal jewelry affixed which is now missing, similar to some of the soldiers on Trajan’s Column who originally held metal weapons. Although now stylistically dated as a much later work it was originally attributed to Praxiteles who did use the courtesan Phryne as a model for his Aphrodite of Knidos…
Regards,
M