I have to ask why anyone who bought one of these would, by definition, want to paint it?
An already-painted one only needs re-lettering, if the current road name is wrong or not your preference.
But, I guess if you ran across a Pilot or Engineering (MTH) version second-hand it might make sense. They sure look nice all naked, though. If Lionel had offered the PRR S-1 6-4-4-6 in a Pilot version in their last catalogue I probably would have broken down and ordered one.
The Lionel Pilot locos are over sprayed with a clear coat; the MTH Engineering locos are bare metal, I think. My MTH French Chapelon Pacific Engineering version seems to be bare. Not sure; haven't checked in years.