I'll not claim to know what is "correct" or more prototypical, but what was produced clearly is not what was cataloged.
If a company specifically goes to the trouble with Photoshop (or whatever professional product they use these days) to show the grilles as black, they should be black out of the box.
When I saw the catalog pic the first thing that caught my eye was the vertical grills under the angled ones near the top. "Oh, those are interesting."
I'd be upset too if I had ordered and they were not that way out of the box. Silly me, I expect good quality control/production monitoring too.
As for the grille under the numbering on the other side, I don't have a specific opinion there, not knowing what makes more sense (like I said, have no idea of prototype). It would look OK to me either way, but if the orange is broken up with solid black grilles for the vertical ones and the angled ones near the top on each side, it would sort of make sense that the one on the other side should be pure black as well. (Had the vertical ones not been black, I would expect the split color was better for the paint scheme).
That said, I'm sure there is nothing that will happen to "fix" this. Hopefully your dealer will issue a full refund, but I can't imagine MTH actually fixing the paint to make it match the catalog (though there are a few recent examples from other companies lately that were swapped out for bad paint matches, I think those were more shades wrong or trucks wrong color - though I'm not following those too close since I didn't buy those items.)
-Dave