This is what the pyramids used to look like. They were covered with polished white limestone and had a peak made of pure gold.
(lemmy.today)
I'm pretty sure, with all the pyramids there are, there'd be some evidence or residue if this were the case. It'd also be an absolute shitload of paint. There would probably be archeological evidence for massive paint making in the region. They did paint stones, but I don't think they painted the outside of the pyramids.