Originally Posted by Mister_Lee:
...nobody could make paint that could stand up to the smokeboxes' hot temperatures. Eventualy somebody developed an aluminum-like color that could, but some railroads stuck with black or a very dark gray until the bitter end.
As Hot Water said, smoke boxes were not painted. While there are high-tech paints today that would likely survive the high temps of the smoke box, they are far more expensive than a little linseed oil and some graphite.
"If it ain't broke, don't fix it." applies here.